Despite the dependence of mosquito population dynamics on environmental conditions, the associated impact of climate and climate change on present and future malaria remains an area of ongoing debate and uncertainty. Here, we develop a novel integration of mosquito, transmission and economic modelling to assess whether the cost-effectiveness of indoor residual spraying (IRS) and long-lasting insecticidal nets (LLINs) against Plasmodium falciparum transmission by Anopheles gambiae s.s. mosquitoes depends on climatic conditions in low endemicity scenarios. We find that although temperature and rainfall affect the cost-effectiveness of IRS and/or LLIN scale-up, whether this is sufficient to influence policy depends on local endemicity, existing interventions, host immune response to infection and the emergence rate of insecticide resistance. For the scenarios considered, IRS is found to be more cost-effective than LLINs for the same level of scale-up, and both are more cost-effective at lower mean precipitation and higher variability in precipitation and temperature. We also find that the dependence of peak transmission on mean temperature translates into optimal temperatures for vector-based intervention cost-effectiveness. Further cost-effectiveness analysis that accounts for country-specific epidemiological and environmental heterogeneities is required to assess optimal intervention scale-up for elimination and better understand future transmission trends under climate change.