Dengue fever is a major health problem in Vietnam, but its incidence differs from province to province. To understand this at the local level, we assessed the effect of four weather components (humidity, rainfall, temperature and sunshine) on the number of dengue cases in nine provinces of Vietnam. Monthly data from 1999 to 2009 were analysed by time-series regression using negative binomial models. A test for heterogeneity was applied to assess the weather-dengue association in the provinces. Those associations were significantly heterogeneous (for temperature, humidity, and sunshine: P < 0.001 heterogeneity test; for rainfall: P = 0.018 heterogeneity test). This confirms that weather components strongly affect dengue transmission at a lag time of 0 to 3 months, with considerable variation in their influence among different areas in Vietnam. This finding may promote the strategic prevention of dengue disease by suggesting specific plans at the local level, rather than a nationally unified approach.