Genetic variation among Aedes aegypti populations can greatly influence their vector competence for human pathogens such as the dengue virus (DENV). While intra-species transcriptome differences remain relatively unstudied when compared to coding sequence polymorphisms, they also affect numerous aspects of mosquito biology. Comparative molecular profiling of mosquito strain transcriptomes can therefore provide valuable insight into the regulation of vector competence. We established a panel of A. aegypti strains with varying levels of susceptibility to DENV, comprising both laboratory-maintained strains and field-derived colonies collected from geographically distinct dengue-endemic regions spanning South America, the Caribbean, and Southeast Asia. A comparative genome-wide gene expression microarray-based analysis revealed higher basal levels of numerous immunity-related gene transcripts in DENV-refractory mosquito strains than in susceptible strains, and RNA interference assays further showed different degrees of immune pathway contribution to refractoriness in different strains. By correlating transcript abundance patterns with DENV susceptibility across our panel, we also identified new candidate modulators of DENV infection in the mosquito, and we provide functional evidence for two potential DENV host factors and one potential restriction factor. Our comparative transcriptome dataset thus not only provides valuable information about immune gene regulation and usage in natural refractoriness of mosquito populations to dengue virus but also allows us to identify new molecular interactions between the virus and its mosquito vector.