Aedes aegypti is the principal vector of Dengue viruses worldwide. We identified field collected insects with differential susceptibility to Dengue-2 virus (DENv-2) and used isofemale selection to establish susceptible and refractory strains based on midgut infection barriers. Previous experiments had identified higher expression of apoptosis-related genes in the refractory strain. To identify potential molecular mechanisms associated with DENv susceptibility, we evaluated the differential expression of Caspase-16, Aedronc, Aedredd, Inhibitor of apoptosis (AeIAP1) and one member of the RNAi pathway, Argonaute-2 in the midguts and fat body tissues of the selected strains at specific times post blood feeding or infection with DENv-2. In the refractory strain there was significantly increased expression of caspases in midgut and fatbody tissues in the presence of DENv-2, compared to exposure to blood alone, and significantly higher caspase expression in the refractory strain compared with the susceptible strain at timepoints when DENv was establishing in these tissues. We used RNAi to knockdown gene expression; knockdown of AeIAP1 was lethal to the insects. In the refractory strain, knockdown of the pro-apoptotic gene Aedronc increased the susceptibility of refractory insects to DENv-2 from 53% to 78% suggesting a contributing role of this gene in the innate immune response of the refractory strain.