Dengue fever is a major public health concern in Bangladesh with increased incidence during monsoon. We aimed to assess the correlation of temperature, humidity, and rainfall on dengue fever in two dengue endemic cities in Bangladesh. It was a time series analysis of climate factors and dengue occurrence data in Dhaka and Chittagong cities from 1 January 2000 to 31 December 2009. Daily mean temperature, rainfall, and humidity data were obtained from the Bangladesh meteorological department and daily dengue cases data were obtained from the directorate general of health services (DGHS) of Bangladesh. The mean dengue incidence was 31.62 (SD 28.7) per 100,000 in Dhaka whereas it was 5.76 (SD 11.7) per 100,000 population in Chittagong. The incidence of dengue cases was found significantly associated with the monthly mean temperature, total rainfall, and mean humidity in Dhaka, though in Chittagong, the significantly associated factors were monthly total rainfall and mean humidity. The autoregressive integrated moving average (ARIMA) model identified monthly mean humidity and total rainfall as the most significant contributing factors for dengue cases in Dhaka and Chittagong, respectively. Our study reinforces the relationship of climate parameters with dengue fever, which will support policy-makers in developing a climate-based early warning system for dengue in Bangladesh.