Japanese encephalitis virus (JEV) is a mosquito-borne zoonotic flavivirus and a major cause of human viral encephalitis in Asia. We provide an overview of the knowledge on vector competence, vector capacity, and immunity of mosquitoes in relation to JEV. JEV has so far been detected in more than 30 mosquito species. This does not necessarily mean that these species contribute to JEV transmission under field conditions. Therefore, vector capacity, which considers vector competence, as well as environmental, behavioral, cellular, and biochemical variables, needs to be taken into account. Currently, 17 species can be considered as confirmed vectors for JEV and 10 other species as potential vectors. Culex tritaeniorhynchus and Culex annulirostris are considered primary JEV vectors in endemic regions. Culex pipiens and Aedes japonicus could be considered as potentially important vectors in the case of JEV introduction in new regions. Vector competence is determined by various factors, including vector immunity. The available knowledge on physical and physiological barriers, molecular pathways, antimicrobial peptides, and microbiome is discussed in detail. This review highlights that much remains to be studied about vector immunity against JEV in order to identify novel strategies to reduce JEV transmission by mosquitoes.