The purpose of this study was to examine the relationship between Aedes aegypti egg and adult density indices, dengue fever and climate in Mirassol, state of Sao Paulo, Brazil, between November 2004-November 2005. Weekly collections of adults and eggs were made using, respectively, manual aspirators and oviposition traps that produced four entomological indices (positivity and average of females and eggs). Weekly incidence coefficients were calculated based on dengue cases. Each week, the data obtained from entomological indices were related to each other, dengue, and climate variables. The first index to show an association with dengue transmission was the female average, followed by female positivity and egg average. Egg positivity did not show a relationship with risk for dengue, but was sensitive to identifying the presence of the vector, principally in dry seasons. The relationship between climatic factors, the vector and the disease found in this study can be widely employed in planning and undertaking dengue surveillance and control activities, but it is a tool that has not been considered by the authorities responsible for controlling the disease. In fact, this relationship permits the use of information about climate for early detection of epidemics and for establishing more effective prevention strategies than currently exist.