Malaria is a parasitic disease conveyed by the bite of a specific type of mosquito, the female Anopheles mosquito. These mosquitoes can carry malaria parasites, which are microscopic parasites. They pick up these parasites when they bite a malaria patient. When the infected mosquito bites another person, the malaria parasites are passed on, making the new person sick with the disease.
So it's a cycle in which mosquitos operate as carriers for malaria parasites, transmitting them from one person to the next. That is why it is critical to protect oneself from mosquito bites in malaria-endemic areas, such as by using bed nets and mosquito repellent.