We evaluated the sensitivity of the dengue surveillance system in detecting hospitalized cases in ten capital cities in Brazil from 2008 to 2013 using a probabilistic record linkage of two independent information systems hospitalization (SIH-SUS) adopted as the gold standard and surveillance (SINAN). Sensitivity was defined as the proportion of cases reported to the surveillance system amid the suspected hospitalized cases registered in SIH-SUS. Of the 48,174 hospitalizations registered in SIH-SUS, 24,469 (50.7%) were reported and registered in SINAN, indicating an overall sensitivity of 50.8% (95%CI 50.3-51.2). The observed sensitivity for each of the municipalities included in the study ranged from 22.0% to 99.1%. The combination of the two data sources identified 71,161 hospitalizations, an increase of 97.0% over SINAN itself. Our results allowed establishing the proportion of underreported dengue hospitalizations in the public health system in Brazil, highlighting the use of probabilistic record linkage as a valuable tool for evaluating surveillance systems.