Dengue is an arboviral disease caused by dengue virus (DENV), which is transmitted to humans by Aedes aegypti mosquitoes. Infection by DENV most commonly results in a mild flu-like illness; however, the disease has been increasingly associated with neurological symptomatology. This association draws attention to further investigations on the impact of DENV infection in the host’s central nervous system. Here, we analyzed brain samples of three fatal dengue cases that occurred in 2002 during an outbreak in Rio de Janeiro, Brazil. Brain tissues of these cases were marked by histopathological alterations, such as degenerated neurons, demyelination, hemorrhage, edema, and increased numbers of astrocytes and microglial cells. Samples were also characterized by lymphocytic infiltrates mainly composed of CD8 T cells. DENV replication was evidenced in neurons, microglia and endothelial cells through immunohistochemistry and in situ hybridization techniques. Pro-inflammatory cytokines, such as TNF-α and IFN-γ were detected in microglia, while endothelial cells were marked by the expression of RANTES/CCL5. Cytoplasmic HMGB1 and the production of nitric oxide were also found in neurons and microglial cells. This work highlights the possible participation of several local pro-inflammatory mediators in the establishment of dengue neuropathogenesis.