Cues involved in mate seeking and recognition prevent hybridization and can be involved in speciation processes. In malaria mosquitoes, females of the two sibling species Anopheles gambiae s.s. and An. coluzzii mate in monospecific male swarms and hybrids are rare. Long-range sex pheromones driving this behaviour have been debated in literature but so far, no study has proven their existence or their absence. Here, we attempted to bring to light their existence. To put all the odds in our favour, we used different chemical ecology methods such as behavioural and electrophysiological assays as well chemical analyses, and we worked with mosquitoes at their optimal physiological mating state that is with swarming males during their natural swarming windows. Despite all our efforts, our results support the absence of long-range sex pheromones involved in swarm detection and recognition by females. We briefly discuss the implications of this finding in ecology, evolution and for control strategies.