Severe dengue infection is associated with life-threatening complications, including severe bleeding. The bleeding tendency is typically associated with the shock phase of infection, for which blood replacement may be needed. However, repetitive blood transfusion can lead to volume overload. Administration of recombinant activated factor VII (rFVIIa) might be used to counteract bleeding without inducing volume overload. We describe the case of a patient with severe dengue infection who presented with intractable bleeding; he was initially treated with massive blood transfusions, which resulted in volume overload. He was then treated with rFVIIa to reverse the bleeding. During the second week of his hospitalization, his hematocrit dropped precipitously, and autoimmune hemolytic anemia was diagnosed. Supportive treatment was provided until recovery. Autoimmune hemolytic anemia is a rare complication in adult patients with dengue. Supportive care was effective for this atypical complication.