Dengue is most common in the states of Chiapas, Oaxaca, Veracruz, Guerrero, Morelos and Yucatan, Mexico. But dengue fever can also be found in Quintana Roo, home to Cancun, Playa del Carmen and Tulum. Do you need mosquito repellent in Cancun? Yes, you need mosquito repellent in Cancun.