To gain insight into the dry season survival strategies of Anopheles gambiae s.l., a new contained semi-field system was developed and used for the first time in Burkina Faso, West Africa. The system consisted of a screened greenhouse within which the local environment was reproduced, including all ecological requirements for mosquito development cycle completion. The system was seeded with the progenies of female Anopheles gambiae, Anopheles coluzzii, and Anopheles arabiensis collected in the vicinity of the greenhouse during the rainy season. After successful establishment in the semi-field system, mosquito populations were monitored over a 1-yr period by regular surveys of larval and adult specimens. We provided evidence for the persistence of adult mosquitoes throughout the dry season, in the absence of any suitable larval development site. During the hot and dry periods, adult insects were observed in artificial shelters (clay pots, building blocks, and dark corners). The mosquito population rapidly built up with the return of the rainy season in the area, when artificial breeding sites were refilled in the enclosure. However, only An. coluzzii and, later, An. arabiensis were detected in the subsequent rainy season, whereas no An. gambiae specimen was found. Our findings suggest that An. coluzzii and An. arabiensis may be able to aestivate throughout the dry season in Southwestern Burkina Faso, whereas An. gambiae might adopt a different dry-season survival strategy, such as long-distance re-colonization from distant locations. These results may have important implications for malaria control through targeted vector control interventions.