To prepare for a Phase III dengue vaccine efficacy trial, 20 investigational sites were selected for this observational study to identify dengue infections in a closed cohort ( N = 3,000 children 9–16 years of age). Of 255 acute febrile episodes experienced by 235 children, 50 (21.3%) were considered serologically probable dengue, and 18 (7.7%) were considered virologically confirmed (i.e., dengue NS1 antigen positive) dengue cases. Considering the disease-free and at-risk period from study start to onset of symptoms, the overall incidence density of acute febrile episodes was 17.7 per 100 person-years of follow-up, ranging from 15.3 in Colombia to 22.0 in Puerto Rico. This study showed that all sites were capable of capturing and following up acute febrile episodes within a specific timeframe among the established cohort and to detect dengue cases.