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Anopheles gambiae is a major mosquito vector of malaria in Africa. Although increased use of insecticide-based vector control tools has decreased malaria transmission, elimination is likely to require novel genetic control strategies. It can be argued that the absence of an A. gambiae inbred line has slowed progress toward genetic vector control. In order to empower genetic studies and enable precise and reproducible experimentation, we set out to create an inbred line of this species. We found that amenability to inbreeding varied between populations of A. gambiae. After full-sib inbreeding for ten generations, we genotyped 112 individuals--56 saved prior to inbreeding and 56 collected after inbreeding--at a genome-wide panel of single nucleotide polymorphisms (SNPs). Although inbreeding dramatically reduced diversity across much of the genome, we discovered numerous, discrete genomic blocks that maintained high heterozygosity. For one large genomic region, we were able to definitively show that high diversity is due to the persistent polymorphism of a chromosomal inversion. Inbred lines in other eukaryotes often exhibit a qualitatively similar retention of polymorphism when typed at a small number of markers. Our whole-genome SNP data provide the first strong, empirical evidence supporting associative overdominance as the mechanism maintaining higher than expected diversity in inbred lines. Although creation of A. gambiae lines devoid of nearly all polymorphism may not be feasible, our results provide critical insights into how more fully isogenic lines can be created., (© The Author(s) 2014. Published by Oxford University Press on behalf of the Society for Molecular Biology and Evolution.)