Dengue virus (DENV) infections range from asymptomatic or mild illness to a severe and potentially life threatening disease, dengue hemorrhagic fever (DHF). DHF occurs in primary DENV infections during early infancy. A prospective clinical study of DENV infections during infancy was conducted in San Pablo, Philippines. We found that infants who developed DHF with a primary DENV infection had higher WHO weight-for-age z scores before and at the time of infection compared to infants with primary DENV infections who did not develop DHF. In addition, TLR 7/8-stimulated tumor necrosis factor-α (TNF-α) production from myeloid-derived cells was higher among well-nourished infants. Leptin augmented TLR 7/8-mediated TNF-α production in monocytes and decreased intracellular cAMP levels. Circulating leptin levels were elevated during early infancy and correlated with WHO weight-for-age z scores. Our data support a plausible hypothesis as to why well-nourished infants are at risk for developing DHF with their first DENV infection.