Dengue virus (DENV) has become a global health threat with about half of the world’s population at risk of infection. Although the disease caused by DENV is self-limiting in the first infection, the antibody-dependent enhancement (ADE) effect increases the mortality in the second infection with a heterotypic virus. Since there is no specific efficient medicine in treatment, it is urgent to develop vaccines to prevent infection and disease progression. Currently, only a live attenuated vaccine, chimeric yellow fever 17D—tetravalent dengue vaccine (CYD-TDV), has been licensed for clinical use in some countries, and many candidate vaccines are still under research and development. This review discusses the progress, strengths, and weaknesses of the five types of vaccines including live attenuated vaccine, inactivated virus vaccine, recombinant subunit vaccine, viral vectored vaccine, and DNA vaccine.