Dengue vector entomological indices are widely used to monitor vector density and disease control activities. But the value of these indices as predictors of dengue infection is not established. We used data from the impact assessment of a trial of community mobilization for dengue prevention (Camino Verde) to examine the associations between vector indices and evidence of dengue infection and their value for predicting dengue infection levels. In 150 clusters in Mexico and Nicaragua, two entomological surveys, three months apart, allowed calculation of the mean Container Index, Breteau index, Pupae per Household Index, and Pupae per Container Index across the two surveys. We measured recent dengue virus infection in children, indicated by a doubling of dengue antibodies in paired saliva samples over the three-month period. We examined the associations between each of the vector indices and evidence of dengue infection at household level and at cluster level, accounting for trial intervention status. To examine the predictive value for dengue infection, we constructed receiver operating characteristic (ROC) curves at household and cluster level, considering the four vector indices as continuous variables, and calculated the positive and negative likelihood ratios for different levels of the indices. None of the vector indices was associated with recent dengue infection at household level. The Breteau Index was associated with recent infection at cluster level (Odds ratio 1.36, 95% confidence interval 1.14-1.61). The ROC curve confirmed the weak predictive value for dengue infection of the Breteau Index at cluster level. Other indices showed no predictive value. Conventional vector indices were not useful in predicting dengue infection in Mexico and Nicaragua. The findings are compatible with the idea of sources of infection outside the household which were tackled by community action in the Camino Verde trial.