Background Maternal infections during pregnancy can increase the risk of fetal death. Dengue infection is common, but little is known about its role in fetal mortality. We aimed to investigate the association between symptomatic dengue infection during pregnancy and fetal death. Methods We did a nested case-control study using obstetrician-collected data from the Brazilian livebirth information system (SINASC), the mortality information system (SIM), and the national reportable disease information system (SINAN). We identified all pregnancies ending in stillbirth and a random sample of livebirths between Jan 1, 2006, and Dec 31, 2012. We did linkage to determine which mothers were diagnosed with dengue infection during pregnancy. By use of stillbirths as cases and a sample of matched livebirths as a control, we calculated matched odds ratios (mORs) using conditional logistic regression adjusted for maternal age and education. Findings 275 (0·2%) of 162 188 women who had stillbirths and 1507 (0·1%) of 1 586 105 women who had livebirths were diagnosed with dengue infection during pregnancy. Symptomatic dengue infection during pregnancy almost doubled the odds of fetal death (mOR 1·9, 95% CI 1·6–2·2). The increase in risk was similar when analyses were restricted to laboratory-confirmed cases of dengue infection (1·8, 1·4–2·4). Severe dengue infection increased the risk of fetal death by about five times (4·9, 2·3–10·2). Interpretation Symptomatic dengue infection during pregnancy is associated with an increased risk of fetal death. We recommend further epidemiological and biological studies of the association between dengue and poor birth outcomes to measure the burden of subclinical infections and elucidate pathological mechanisms.