The adult females of Aedes aegypti mosquitoes are facultative hematophagous insects but they are unable to feed on blood right after pupae emergence. The maturation process that takes place during the first post-emergence days, hereafter named hematophagic and gonotrophic capacitation, comprises a set of molecular and physiological changes that prepare the females for the first gonotrophic cycle. Notwithstanding, the molecular bases underlying mosquito hematophagic and gonotrophic capacitation remain obscure. Here, we investigated the molecular and biochemical changes in adult Ae. aegypti along the first four days post-emergence, prior to a blood meal. We performed a RNA-Seq analysis of the head and body, comparing male and female gene expression time courses. A total of 811 and 203 genes were differentially expressed, respectively in the body and head, and both body parts showed early, mid, and late female-specific expression profiles. Female-specific up-regulation of genes involved in muscle development and the oxidative phosphorylation pathway were remarkable features observed in the head. Functional assessment of mitochondrial oxygen consumption in heads showed a gradual increase in respiratory capacity and ATP-linked respiration as a consequence of induced mitochondrial biogenesis and content over time. This pattern strongly suggests that boosting oxidative phosphorylation in heads is a required step towards blood sucking habit. Several salivary gland genes, proteases, and genes involved in DNA replication and repair, ribosome biogenesis, and juvenile hormone signaling were up-regulated specifically in the female body, which may reflect the gonotrophic capacitation. This comprehensive description of molecular and biochemical mechanisms of the hematophagic and gonotrophic capacitation in mosquitoes unravels potentially new targets for vector control.