Traditional study designs do not identify acute asymptomatic or pre-symptomatic dengue virus (DENV) infections, thus limiting our understanding of immunologic and viral factors that modulate infection outcome. In the 2006 and 2007 dengue seasons, we conducted a pilot index cluster study in Managua, Nicaragua, in which 442 persons living within 50 meters of 22 index cases identified through an ongoing pediatric cohort study were evaluated for DENV infection. Post-enrollment and pre-enrollment DENV infections were confirmed in 12 (2.7%) and 19 (4.3%) contacts, respectively. Five (42%) post-enrollment infections were asymptomatic, and DENV-2 was identified in 9 (75%) infections. Phylogenetic analysis with full-length DENV genomic sequence from contacts, index cases, and cohort dengue cases indicated focal transmission and infection outside the local area. We demonstrate the feasibility of identification of acute asymptomatic and pre-symptomatic cases in urban Latin America, the first report of such a study in the Americas, and identify age and concomitant immunity to DENV of contacts as a key factor in index cluster study design.