Modelling dengue fever in endemic areas is important to mitigate and improve vector-borne disease control to reduce outbreaks. This study applied artificial neural networks (ANNs) to predict dengue fever outbreak occurrences in San Juan, Puerto Rico (USA), and in several coastal municipalities of the state of Yucatan, Mexico, based on specific thresholds. The models were trained with 19 years of dengue fever data for Puerto Rico and six years for Mexico. Environmental and demographic data included in the predictive models were sea surface temperature (SST), precipitation, air temperature (i.e., minimum, maximum, and average), humidity, previous dengue cases, and population size. Two models were applied for each study area. One predicted dengue incidence rates based on population at risk (i.e., numbers of people younger than 24 years), and the other on the size of the vulnerable population (i.e., number of people younger than five years and older than 65 years). The predictive power was above 70% for all four model runs. The ANNs were able to successfully model dengue fever outbreak occurrences in both study areas. The variables with the most influence on predicting dengue fever outbreak occurrences for San Juan, Puerto Rico, included population size, previous dengue cases, maximum air temperature, and date. In Yucatan, Mexico, the most important variables were population size, previous dengue cases, minimum air temperature, and date. These models have predictive skills and should help dengue fever mitigation and management to aid specific population segments in the Caribbean region and around the Gulf of Mexico.