Flavivirus infection, especially dengue virus infection caused by DENV, is known to be a significant health concern globally owing to the high incidence and mortality rate. The expanding and increasing disease burden calls for the need to develop an effective treatment and prevent the event of fatal complications, including dengue hemorrhagic fever/dengue shock syndrome. The DENV-induced immune response has been described as paradoxical because it has a protective role in viral clearance but, at the same time, causes more severe infection through viral-specific immunity. This is further complicated by high homology and cross-reactivity between different serotypes of DENV, causing a more severe disease presentation during secondary infection by a heterologous serotype. This serotype complexity poses a challenge for the development of a universal flavivirus vaccine. This review highlights the significance of high motility group box 1 (HMGB1) and nucleotide-binding oligomerization domain, leucine rich repeat and pyrin domain containing 3 (NLRP3) inflammasome activation pathways in initiating an inflammatory response through the downstream activation of nuclear factor κB and proinflammatory cytokine Interleukin (IL)-1B, IL-18 release in DENV infection. It also discusses the role of NLRP3 in activating cellular apoptosis and pyroptosis leading to systemic failure, especially in peripheral tissues. Over the decades, there has been much progress in understanding the immunopathogenesis of DENV infection. Researchers have been studying key pathogenic molecules for potential therapeutic targets including HMGB1 and NLRP3 inflammasome inhibitors, which is explored in this review. Ultimately, although there is not yet an effective antiviral or vaccine for DENV, immunomodulators continue to pave the way to decrease disease severity in infected individuals.