Vitamin D could modulate pathways leading to dengue hemorrhagic fever/dengue shock syndrome (DHF/DSS). We examined the associations of serum total 25-hydroxy vitamin D [25(OH)D] and vitamin D binding protein (VDBP) concentrations in patients with uncomplicated dengue fever (DF) with risk of progression to DHF/DSS. In a case–control study nested in a cohort of DF patients who were followed during the acute episode in Bucaramanga, Colombia, we compared 25(OH)D and VDBP at onset of fever between 110 cases who progressed to DHF/DSS and 235 DF controls who did not progress. 25(OH)D concentrations were also compared between the acute sample and a sample collected >1 year post-convalescence in a subgroup. Compared with 25(OH)D ⩾75 nmol/l, adjusted odds ratios (95% CI) for progression were 0·44 (0·22–0·88) and 0·13 (0·02–1·05) for 50 to 75 nmol/l (vitamin D insufficiency) and <50 nmol/l (vitamin D deficiency), respectively (P, trend = 0·003). Mean 25(OH)D concentrations were much lower post-convalescence compared with the acute episode, regardless of case status. Compared with controls, mean VDBP was non-significantly lower in cases. We conclude that low serum 25(OH)D concentrations in DF patients predict decreased odds of progression to DHF/DSS.