Dengue’s lack of specific treatments beyond supportive care prompts a focus on uncovering additional pathophysiological factors. Dengue-associated hemophagocytic lymphohistiocytosis (HLH), characterized by dysregulated macrophage activation and cytokine storm, remains underexplored despite its potential to worsen disease severity and mortality. While rare, dengue-associated HLH disproportionately affects severe cases, significantly impacting mortality rates. To mitigate high mortality, early identification and familiarity with dengue-associated HLH are imperative for prompt treatment by clinicians. This narrative review therefore aims to examine the current clinical and therapeutic knowledge on dengue-associated HLH, and act as a resource for clinicians to improve their management of HLH associated with severe dengue. Dengue-associated HLH should be considered for all cases of severe dengue and may be suspected based on the presence of prolonged or recurrent fever for >7 days, or anemia without intravascular hemolysis or massive bleeding. Diagnosis relies on fulfilling at least five of the eight HLH-2004 criteria. Treatment predominantly involves short courses (3–4 days) of high-dose steroids (e.g., dexamethasone 10 mg/m2), with additional therapies considered in more severe presentations. Notably, outcomes can be favorable with steroid therapy alone.