A speciation process is ongoing in the primary vector of malaria in Africa, Anopheles gambiae. Assortatively mating incipient species known as the M and S forms differentially exploit larval breeding sites associated with different ecological settings. However, some ongoing gene flow between M and S limits significant genomic differentiation mainly to small centromere-proximal regions on chromosomes X and 2L, termed ‘speciation islands’ with the expectation that they contain the genes responsible for reproductive isolation. As the speciation islands exhibit reduced recombination and low polymorphism, more detailed genetic analysis using fine-scale mapping is impractical. We measured global gene expression differences between M and S using oligonucleotide microarrays, with the goal of identifying candidate genes that could be involved in this ongoing speciation process. Gene expression profiles were examined in two independent colonies of both forms at each of three developmental periods of interest: fourth instar larvae, virgin females, and gravid females. Patterns were validated on a subset of genes using quantitative real-time reverse transcription polymerase chain reaction of RNA samples from laboratory colonies and wild mosquitoes collected from Cameroon and Burkina Faso. Considered across all three developmental periods, differentially expressed genes represented ~1–2% of all expressed genes. Although disproportionately represented in the X speciation island, the vast majority of genes were located outside any speciation island. Compared to samples from the other developmental periods, virgin females were characterized by more than twice as many differentially expressed genes, most notably those implicated in olfaction and potentially, mate recognition.