Dengue fever is a mosquito-borne viral disease infecting several hundred million people in tropical and subtropical areas every year. Its clinical manifestations range from mild fever to severe life-threatening shock syndrom. No therapeutics or licensed vaccines are available yet and with half of the world’s population already at risk, it represents a major public health concern. The co-existence of four different Dengue virus serotypes renders difficult the obtaining of full protective immunity against each one of them. On the contrary, these serotypes trigger significant cross-reactivities of antibodies and T cells, both of which may lead to disease enhancement when reactivated in the context of reinfection with a heterologous serotype. Several immunological concepts have been developed to explain disease enhancement, and the uncertainty around the topic has consequently slowed down the development of Dengue vaccines. Recent advances however have shed light on key aspects of both the immunoprotective and immunopathological mechanisms. In particular the responses of specific antibodies and T cells have been a focus of many studies. These immunological players are thought to directly influence a cytokine dysbalance that eventually leads to severe disease and vascular leakage. In this review I outline current concepts and ongoing debates on the above topics. A better understanding of Dengue virus immunopathogenesis is critically needed to optimize candidate vaccines including those currently under development. In particular, the results from large-scale human efficacy trials will offer outstanding opportunities to refine correlates of protection and design even more effective vaccines.