Malaria remains one of the main infectious diseases in intertropical regions. The malaria parasite has a complex life cycle in its mammalian host, switching between variable forms as it traverses through different tissues and anatomic locations, either intra- or intercellularly. During its journey, the parasite encounters and interacts with the host immune system, which functions to prevent infections and limit ensuing pathologies. One important component of the host immune system is the dendritic cells (DC) network. DC form a heterogeneous group of pathogen-sensing and antigen-presenting cells that play a crucial role in the initiation of adaptive immunity. Here, we review the known and unknown interactions between the malaria parasites and the DC system, starting from the inoculation of the parasite in the skin up to its exit from the liver, also known as the pre-erythrocytic stage of the infection, and discuss how deciphering these interactions may contribute to our understanding of the Plasmodium parasite biology as well as to the induction of immune protection via vaccination.