I Have A Masquito Bite On My Hand, I Know

I have a masquito bite on my hand, i know it was a masquito because when it bit me it hurt really bad so i saw it and killed it. It is in between my pinky and ring finger knuckles on my right hand. It is swollen and feels like a bruise, it even hurts a little to move my fingers. Could this mean i have an infection? Should i get it checked or just let it play out?