While the popular sporting event is underway, officials should "take care with our border," said Silvio Ortega, director of Paraguay's national service for the eradication of infectious diseases.
"There will be a lot of traffic of people going and tourists coming," the health chief told AFP after announcing a "red alert" during the month-long football championship, which kicks off June 12.
Ortega said it was important for the public to be aware and take precautions if they travel to Brazil.
"If you go to the World Cup, it's a big risk. There are Brazilian states characterized by the epidemic, such as Rio de Janeiro , Fortaleza and Minas Gerais," he said, naming three Brazilian states that will host Cup matches.
He recommended people traveling to regions where dengue is endemic to protect themselves against mosquito bites, including wearing long sleeves and pants, and using anti-mosquito spray.
And he warned visitors to go to the doctor immediately if they show signs of a fever or other symptoms.
Although the winter temperatures in the southern hemisphere nation will lower the prevalence of mosquitoes, "we cannot lower our guard," Ortega warned.
The health official also warned there was a risk travelers from Brazil could spark an outbreak back in Paraguay.
In 2013, 250 people died of type 2 dengue in Paraguay. So far this year, just two people have died from the mosquito-born parasite, he explained.
However, authorities worry that Paraguayans will be more susceptible to the type four dengue most prevalent in Brazil.
The infection rate in Paraguay "has fallen because the population has defenses against this specific type of dengue," Ortega said, referring to type two.
"But we are alert for the importation of type four, which is proliferating in Brazil," he said.