Infections caused by dengue virus (DENV) result in significant morbidity and mortality. A proportion of infected individuals develop dengue haemorrhagic fever (DHF) characterized by circulatory collapse and multiorgan failure. Early detection of individuals likely to develop DHF could lead to improved outcomes for patients and help us use healthcare resources more efficiently. We identified proteins that are differentially regulated during early disease in peripheral blood mononuclear cells (PBMCs) of patients who subsequently developed DHF. Four dengue fever (DF), four DHF and two healthy control PBMCs were subjected to tandem mass tag mass spectrometry. Differentially regulated proteins were used to identify up- or down-regulated Gene Ontology pathways. One hundred and sixty proteins were differentially expressed in DENV-infected samples compared to healthy controls. PBMCs from DHF patients differentially expressed 90 proteins compared to DF; these were involved in down-regulation of platelet activation and aggregation, cell adhesion, and cytoskeleton arrangement pathways. Proteins involved in oxidative stress and p38 MAPK signalling were upregulated in DHF samples during early infection compared to DF. This study has identified 90 proteins differentially regulated in PBMCs that could potentially serve as biomarkers to identify patients at risk of developing DHF at an early disease stage.