Hydroelectric power stations may affect the population dynamics of mosquitoes and sand flies, a group with impact on public health due to the possibility to transmit pathogens to humans. This work characterized and compared the fauna of mosquitoes and sand flies in a hydroelectric power station and peridomicile areas in the State of Minas Gerais, Brazil. Insect collections were performed in August 2015 at dry season and February 2016 in rainy season. Ten HP light traps were set at each of two sites for three consecutive days in each of two seasons (dry and rainy). Furthermore, collections with Shannon traps were made in each sampling area (hydropower plant and peridomicile area) from 4:00 p.m. being shut down at 8:00 p.m. for two consecutive days in each of two seasons (dry and rainy). In total, 1,222 insects from 13 genera and 27 species were collected. The most plentiful species were respectively Culex declarator (Dyar and Knab, 1906) and Pintomyia pessoai (Coutinho & Barretto, 1940). A high number of insects (78.5%) were collected during the rainy period (P < 0.05). About equitability, statistical significance was observed in the peridomicile area (dry season J = 0.75 and rainy season J = 0.82). The highest values of species diversity were observed in the hydropower plant (H = 2.68) and peridomicile area (H = 2.38) both in the rainy season with statistical significance comparing with dry season. Our results demonstrate that the occurrence of vector species in this region increases the potential risk of transmission of pathogens, especially arbovirus and Leishmania Ross, 1903.