The Anopheles mosquito is one of thousands of species in which sex differences play a central role in their biology, as only females need a blood meal in order to produce eggs. Sex differentiation is regulated by sex chromosomes, but their presence creates a dosage imbalance between males (XY) and females (XX). Dosage compensation (DC) can re-equilibrate the expression of sex-chromosomal genes, but because the molecular mechanisms providing DC have only been studied in a few model organisms, key questions about its evolutionary diversity and functional necessity remain unresolved. Here, we reveal the DC pathway in the malaria mosquito Anopheles gambiae. We identified SOA, a previously uncharacterized gene, whose expression is sufficient to induce a global upregulation of X-linked genes. Sex-specific alternative splicing prevents the production of a functional SOA protein in females. The male SOA isoform encodes a DNA-binding protein that recognizes the promoters of X chromosomal genes through a CA repeat sequence. Male mosquitos lacking SOA exhibit a chromosome-wide downregulation of the X, which is compatible with viability, but causes a developmental delay. Thus, our molecular analysis of the first DC master regulator in a non-model organism elucidates the evolutionary steps leading to the establishment of a chromosome-specific fine-tuning mechanism.