If I kill mosquitoes in my room with an electric mosquito-killing racket, will that be considered a sin? Why?
According to Devi Bhagavatam it is a sin to kill mosquitoes. The reason is that Almighty has created mosquitoes to be like they are. They drink blood as it's part of their Swadharma.
He who kills a black serpent on whose hood there is the lotus mark, lives in Sarpa Kunda for as many years as there are hairs on his body and he is bitten by serpents there and beaten by the servants of Yama and eats the excrescences of snakes and finally becomes born as a serpent. Then he becomes a man shortlived and having the cuticaneous disease and ringworm. And his death also comes out of snake-bite. He who kills mosquitoes and other small fanged-animals, that earn their substance rightly and pass so their lives, goes to Dams’a mas’a Kunda where he is eaten by mosquitoes and other fanged-creatures and lives there without food and crying, weeping, for as many years as the numbers of lives destroyed. Besides the Yama’s servants tie his hands and feet and beat him.
Book 9; Chapter 33
Personally I was quite surprised when I had first read this passage.