Could a mosquito bite cause cellulitus?

Any penetration. Anything penetrating the skin can cause cellulitis. Insect bites in general are a potential cause.
Absolutely. Anything which creates a defect in the skin, an insect bite, a scratch, a cut amongst other things provides a portal of entry for bacteria which cause cellulitis. The bacteria which cause cellulitis are commonly found living on our skin and when they have the opportunity to penetrate deeper they may cause cellulitis. This is why it is always important to clean wounds with lots of soap and water.