Experimental Wolbachia infections can reduce Plasmodium number in Anopheles mosquitoe in the laboratory, however, natural Wolbachia infections in field anophelines has never been reported. There is evidence of Wolbachia infections in Anopheles gambaie in Burkina Faso, West Africa. We modify the the malaria transmission model with two delays by including the effect of Wolbachia. By analyzing the characteristic equations of disease free and endemic equilibrium, we obtain the basic reproduction number R0 and prove the stability of the steady states. We were able to show that careful use of Wolbachia can curtail the spread of malaria in area where R0 is not higher enough. Otherwise, Wolbachia either eradicates the mosquito population, or has a little effect the spread of malaria. We suggest that the development of Wolbachia-based malaria control method can be a very effective in conjunction with other methods such as reduction of breeding sites.