Dengue virus (DENV), the most prevalent mosquito-borne viral diseases in humans worldwide, causes dengue fever, a mild form of the disease, as well as dengue hemorrhagic fever/dengue shock syndrome, a more severe form which can be life-threatening. The four serotypes of DENV (DENV1-4) are positive-sense, single stranded RNA virus belonging to the Flaviviridae family and are transmitted by Aedes aegypti and Aedes albopictus mosquitoes. Together, they are estimated to cause almost 100 million symptomatic cases, 2.1 million cases of dengue hemorrhagic fever/dengue shock syndrome, and 21,000 deaths per year worldwide. There are currently no effective vaccines or antiviral treatment for DENV. Innate immune defenses play a key role in controlling DENV infection in the early stages. Herein we review the innate antiviral immunity against DENV by delineating the intracellular mechanisms of the immune response and the evasion mechanisms evolved by the virus. A better understanding of the innate immune response will impact the development of novel animal models, antiviral drugs as well as potential targeted adjuvants for DENV vaccines.