The arthropod-borne diseases caused by dengue virus (DENV) are a major and emerging problem of public health worldwide. Infection with DENV causes a series of clinical manifestations ranging from mild flu syndrome to severe diseases that include hemorrhage and shock. It has been demonstrated that the innate immune response plays a key role in DENV pathogenesis. However, in recent years, it was shown that DENV evades the innate immune response by blocking type I interferon (IFN-I). It has been demonstrated that DENV can inhibit both the production and the signaling of IFN-I. The viral proteins, NS2A and NS3, inhibit IFN-I production by degrading cellular signaling molecules. In addition, the viral proteins, NS2A, NS4A, NS4B, and NS5, can inhibit IFN-I signaling by blocking the phosphorylation of the STAT1 and STAT2 molecules. Finally, NS5 mediates the degradation of STAT2 using the proteasome machinery. In this study, we briefly review the most recent insights regarding the IFN-I response to DENV infection and its implication for pathogenesis.