Competent arbovirus vectors are found in the culicid mosquito fauna of south-west Indian Ocean (SWIO) islands. In La Reunion, Aedes albopictus and Aedes aegypti mosquitoes are known vectors of dengue and chikungunya viruses. Culex quinquefasciatus is a potential vector of Rift Valley fever and West Nile viruses. To prepare a vector-control field trial against Ae. aegypti, this study aimed at identifying the best trapping strategy to catch adult Ae. aegypti, using BG-Sentinel traps (Biogents, Germany). It was implemented in two sites in southern La Reunion. Catches of Ae. albopictus and Cx. quinquefasciatus mosquitoes were also recorded. A Latin square design was used to estimate the detection probability and the apparent daily density—according to the BG-Sentinel trapping strategy: none, carbon dioxide (CO2), a commercial attractant—BG-Lure (Biogents, Germany), or both. The use of CO2 alone was associated with a higher detection probability for Ae. aegypti and Cx. quinquefasciatus mosquitoes, as well as a large increase in their apparent density. Traps with BG-Lure—alone or in combination with CO2, did not improve the detection probability of Ae. aegypti and Cx. quinquefasciatus mosquitoes. The same result was found for male Ae. albopictus. For females, baiting BG-Sentinel traps with CO2 or BG-Lure had no significant effect. The same apparent densities were found for Ae. aegypti and Ae. albopictus mosquitoes in both study sites—where Ae. aegypti mosquitoes were found at very low densities during previous surveys.