Evidence of vertical transmission of dengue virus (DENV) in yellow fever mosquito, Aedes aegypti (L.), was found at Cancun, Quintana Roo, Mexico. Ae. aegypti larvae were collected from 729 containers in a total of 178 households between September and November 2012. Larvae collected were put into sterile bags and transported in thermoses. RT-PCR followed by semi-nested PCR for molecular serotyping was used to evaluate for dengue virus in larval pools. Of the 178 houses sampled, 79 (44.4%) were positive for at last one Ae. aegypti larva. The positive breeding sites were grouped into a total of 79 pools. Only three larval pools from three houses close together were positive for DENV-2. The infection rate was 0.32 per 1,000 mosquitos (95% CI 0.09–0.85 per 1,000 mosquitoes). The result of this report suggested that vertical transmission of dengue virus in Ae. aegypti might be a mechanism of viral perpetuation during inter-epidemic periods.