From the beginning of the HIV epidemic, there was concern about transmission of the virus by biting and bloodsucking insects. Studies conducted by researchers at the Centers for Disease Control and Prevention (CDC) and elsewhere have shown no evidence of HIV transmission through insects - even in areas where there are many cases of AIDS and large populations of insects, such as mosquitoes. Lack of such outbreaks, despite intense efforts to detect them, supports the conclusion that HIV is not transmitted by insects.

The results of experiments and observations of insect biting behavior indicate that when an insect bites a person, it does not inject its own or a previously bitten person’s or animal’s blood into the next person bitten. Rather, it injects saliva, which acts as a lubricant or anticoagulant so the insect can feed efficiently.

Such diseases as yellow fever and malaria are transmitted through the saliva of specific species of mosquitoes. However, HIV lives for only a short time inside an insect and, unlike organisms that are transmitted via insect bites, HIV does not reproduce (and does not survive) in insects. Thus, even if the virus enters a mosquito or another sucking or biting insect, the insect does not become infected and cannot transmit HIV to the next human it feeds on or bites. HIV is not found in insect feces.

Source: http://www.sex-ed101.org