People catch Dengue in Bali after being bitten by female Aedes mosquitoes (mainly Aedes Aegypti). This species is usually active during the day, especially the two hours after sunrise or before sunset. 2,3 Mosquitoes are the vectors of Dengue, so your best defense is to avoid getting bitten in the first place.
Use insect repellent, wear loose-fitting, long-sleeved shirts and long pants, and control mosquitoes inside and outside your home. Each year, an estimated 400 million people are infected with dengue virus through the bites of infected mosquitoes.