Actually the mosquito doesn't cause malaria, it's merely the vector for an internal parasite called plasmodium which does cause it. Unfortunately this isn't part of the animal kingdom so it has to be disqualified. Instead it's a protozoa and a member of the kingdom, protoctusta (or protista if you prefer). The unfluenza virus also isn't an animal as it is part of protoctista too.
Personally I recon it really depends on which perspective you're coming from, if you mean the most dangerous or fatal animal to humans then it's almost certainly other humans. If you are refering to non-human animals then it's more ambiguous 'cos you could either be referring to it's potential to do damage (in which case it's probably something small and highly venemous), or if you're talking about which one actually causes the most human deaths then at least for north america it's the deer, thanks to numerous road accidents in which, ironically, the humans actually run into them.