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Dengue is a mosquito-borne viral disease that is a major public health problem worldwide. In 2004, the Pediatric Dengue Cohort Study was established in Managua, Nicaragua, to study the natural history and transmission of dengue in children. Here, the authors describe the study design, methods, and results from 2004 to 2008. Initially, 3,721 children 2–9 years of age were recruited through door-to-door visits. Each year, new children aged 2 years are enrolled in the study to maintain the age structure. Children are provided with medical care through the study, and data from each medical visit are recorded on systematic study forms. All participants presenting with suspected dengue or undifferentiated fever are tested for dengue by virologic, serologic, and molecular biologic assays. Yearly blood samples are collected to detect inapparent dengue virus infections. Numerous information and communications technologies are used to manage study data, track samples, and maintain quality control, including personal data assistants, barcodes, global information systems, and fingerprint scans. Close collaboration with the Nicaraguan Ministry of Health and use of almost entirely local staff are essential components for success. This study is providing critical data on the epidemiology and transmission of dengue in the Americas needed for future vaccine trials.