Dengue is a serious infectious disease worldwide and a climate-sensitive disease. Thus, our goals were to (i) evaluate the relationship between dengue incidence and meteorological variables (rainfall and air temperature); (ii) identify the spatiotemporal pattern of dengue incidence in the municipalities of Mato Grosso from 2001 to 2020; and (iii) verify the spatial dependence of dengue incidence in the dry and wet seasons. We used dengue data from 2001 to 2020, monthly rainfall estimates from GPM, and daily air temperature estimates from ERA-5. The municipalities of the Mato Grosso state are included in 16 healthcare territories. The seasonal rainfall pattern indicates that the peak of the dengue endemic occurred in the wet season. However, drier and/or warmer places had a lower incidence of dengue in the dry season. Furthermore, a lagged effect of meteorological variables on dengue incidence has been identified, ranging from 0 to 7 months. Hotspot areas were identified which might have the potential for an intense spreading of dengue in Mato Grosso. They were mainly concentrated in the healthcare territory of Teles Pires (ID 14) in the dry season, while they were concentrated in the healthcare territories of Garças Araguaia (ID 5), Oeste (ID 11), and Teles Pires (ID 14) in the wet season. In addition, they are located in the Am climate and in the Amazon Forest and Brazilian savanna biomes, which have higher dengue incidence values. These results help to highlight which municipalities decision-makers must intervene in the public health system to prevent and control future epidemics.