Several studies have already demonstrated the relationship between the loss of natural habitats and the incidence of diseases caused by vectors, such as dengue, which is an acute fever disease that is considered a serious public health problem. The aim of the present study was to investigate the relationship between the number of dengue cases and land use and cover changes (LUCC) and socioeconomic and climatic factors by municipality, using the state of Minas Gerais as a case study. For this, secondary data obtained from openly available sources were used. Natural vegetation cover data were obtained from the MAPBiomas platform and dengue occurrence data from the Ministry of Health, in addition to eight socioeconomic parameters from the Brazilian Institute for Geography and Statistics and precipitation data from the Brazilian Agricultural Research Corporation (EMBRAPA, Sete Lagoas, Minas Gerais). Between 2015 and 2019, 1,255,731 cases of dengue were recorded throughout the state of Minas Gerais, ranging from 0 to 227 per thousand inhabitants between municipalities. The occurrence of dengue was distributed throughout all regions of Minas Gerais and was associated with LUCC and socioeconomic factors. In general, municipalities with a net loss of natural vegetation, predominantly located in the Cerrado biome, had the highest number of dengue cases in the studied period. Additionally, the occurrence of dengue was associated to three socioeconomic parameters: population density, human development index (both positively), and Gini inequality index (negatively). These results indicate that, contrary to expectations, municipalities with better social conditions had more dengue cases. Our study indicates that natural vegetation is, directly or indirectly, involved in the ecosystem service of dengue control, despite the occurrence of this disease being affected by multiple factors that interact in a complex way. Thus, policies towards reducing deforestation must be complemented by a continuous investment in public health policies and a reduction in social inequalities to efficiently control dengue fever.