Severe forms of dengue, such as dengue haemorrhagic fever (DHF) and dengue shock syndrome, are examples of a complex pathogenic mechanism in which the virus, environment and host immune response interact. The influence of the host’s genetic predisposition to susceptibility or resistance to infectious diseases has been evidenced in several studies. The association of the human leukocyte antigen gene (HLA) class I alleles with DHF susceptibility or resistance has been reported in ethnically and geographically distinct populations. Due to these ethnic and viral strain differences, associations occur in each population, independently with a specific allele, which most likely explains the associations of several alleles with DHF. As the potential role of HLA alleles in the progression of DHF in Brazilian patients remains unknown, we then identified HLA-A alleles in 67 patients with dengue fever and 42 with DHF from Rio de Janeiro, Brazil, selected from 2002-2008 by the sequence-based typing technique. Statistical analysis revealed an association between the HLA-A*01 allele and DHF [odds ratio (OR) = 2.7, p = 0.01], while analysis of the HLAA* 31 allele (OR = 0.5, p = 0.11) suggested a potential protective role in DHF that should be further investigated. This study provides evidence that HLA class I alleles might be important risk factors for DHF in Brazilian patients.