With 40% of the world population at risk, infections with dengue virus (DENV) constitute a serious threat to public health. While there is no antiviral therapy available against this potentially lethal disease, the efficacy of the only approved vaccine is not optimal and its safety has been recently questioned. In order to develop better vaccines based on attenuated and/or chimeric viruses, one must consider how the human immune system is engaged during DENV infection. The activation of the innate immunity through the detection of viruses by cellular sensors is the first line of defence against those pathogens. This triggers a cascade of events which establishes an antiviral state at the cell level and leads to a global immunological response. However, DENV has evolved to interfere with the innate immune signalling at multiple levels, hence dampening antiviral responses and favouring viral replication and dissemination. This review elaborates on the interplay between DENV and the innate immune system. A special focus is given on the viral countermeasure mechanisms reported over the last decade which should be taken into consideration during vaccine development.