"Following bites, protective immune responses are induced, just like a conventional vaccination but with no pain and no cost," said study leader Professor Shigeto Yoshida, from Jichi Medical University in Shimotsuki, Japan.
"What's more, continuous exposure to bites will maintain high levels of protective immunity, through natural boosting, for a life time. So the insect shifts from being a pest to being beneficial."
The research is reported in the journal Insect Molecular Biology.
Scientists are still working on developing an effective malaria vaccine, so Prof Yoshida's study was very much a "proof of concept".
Ethical considerations may also get in the way of using "flying vaccinators" to control malaria, he said.
Such a strategy would involve the mass delivery of a vaccine without first obtaining the consent of patients or monitoring dosages.
Each year malaria claims between one and two million lives around the world, mostly of African children.
The disease is caused by a single-celled parasite spread by the Anopheles mosquito.
Scientists have looked at a number of ways of genetically modifying the insect to stop it transmitting the organism.
They include making male mosquitoes infertile, and creating a malaria-free insect that will out-survive the carriers.