Experimental evidences suggests that HIV infection is not transmitted via arthropods including mosquitoes. However, one paper investigated possible transmission of HIV-1 by African soft tick, ornithodoros moubata. This vector has the potentiality for mechanical transmission of HIV viruses (which otherwise do not survive in arthropods) under field conditions. But this is an old research and any new insights on this topic?
Is this a cause for alarm? As far as we know, HIV is not transmitted by bites of ticks, mites or mosquitoes and there are no evidences to suggest that retroviruses are transmitted by arthropods.
Evaluation of mechanical transmission of HIV by the African soft tick, Ornithodoros moubata.
http://www.ncbi.nlm.nih.gov/pubmed/8471196