The rapid growth and development of cities is a contributing factor to the rise and persistence of dengue fever (DF) in many areas around the world. Many studies have examined how neighbourhood environmental conditions contribute to dengue fever and its spread, but have not paid enough attention to links between socio-economic conditions and other factors, including population composition, population density, the presence of migrant groups, and neighbourhood environmental conditions. This study examines DF and its distribution across 56 neighbourhoods of Jeddah City, Saudi Arabia, where the incidence of dengue remains high. Using stepwise multiple regression analysis it focuses on the key ecological correlates of DF from 2006-2009, the years of the initial outbreak. Neighbourhood variations in average case rates per 10,000 population (2006–2009) were largely predicted by the Saudi gender ratio and socio-economic status (SES), the respective beta coefficients being 0.56 and 0.32 (p < 0.001). Overall, 77.1% of cases occurred in the poorest neighbourhoods. SES effects, however, are complex and were partly mediated by neighbourhood population density and the presence of migrant groups. SES effects persisted after controls for both factors, suggesting the effect of other structural factors and reflecting a lack of DF awareness and the lack of vector control strategies in poorer neighbourhoods. Neighbourhood environmental conditions, as measured by the presence of surface water, were not significant. It is suggested that future research pay more attention to the different pathways that link neighbourhood social status to dengue and wider health outcomes.