Dengue represents a substantial burden in many tropical and sub-tropical regions of the world. We estimated the economic burden of dengue illness in Malaysia. Information about economic burden is needed for setting health policy priorities, but accurate estimation is difficult because of incomplete data. We overcame this limitation by merging multiple data sources to refine our estimates, including an extensive literature review, discussion with experts, review of data from health and surveillance systems, and implementation of a Delphi process. Because Malaysia has a passive surveillance system, the number of dengue cases is under-reported. Using an adjusted estimate of total dengue cases, we estimated an economic burden of dengue illness of US$56 million (Malaysian Ringgit MYR196 million) per year, which is approximately US$2.03 (Malaysian Ringgit 7.14) per capita. The overall economic burden of dengue would be even higher if we included costs associated with dengue prevention and control, dengue surveillance, and long-term sequelae of dengue.