Dengue fever is endemic in Malaysia, contributing to significant economic and health burden in the country. Aedes aegypti and Ae. albopictus are the main vectors of the dengue virus (DENV), which circulates in sylvatic and human transmission cycles and has been present in Malaysia for decades. The study investigated the presence and distribution of DENV in urban localities in the Klang Valley, Peninsular Malaysia. A total of 364 Ae. aegypti and 1,025 Ae. albopictus larvae, and 10 Ae. aegypti and 42 Ae. albopictus adult mosquitoes were screened for the presence of DENV. In total, 31 (2.2%) samples were positive, of which 2 Ae. albopictus larvae were co-infected with two serotypes, one with DENV-2 and DENV-3 and the other with DENV-3 and DENV-4. Phylogenetic analysis determined that the isolates belonged to DENV-1 genotype I (1 Ae. aegypti adult), DENV-2 (1 Ae. albopictus larva), DENV-3 genotype V (3 Ae. aegypti larvae and 10 Ae. albopictus larvae) and DENV-4 genotype IV (6 Ae. aegypti larvae and 12 Ae. albopictus larvae), a sylvatic strain of DENV-4 which was most closely related with sylvatic strains isolated from arboreal mosquitoes and sentinel monkeys in Peninsular Malaysia in the 1970s. All four DENV serotypes were co-circulating throughout the study period. The detection of a sylvatic strain of DENV-4 in Ae. aegypti and Ae. albopictus mosquitoes in urban areas in Peninsular Malaysia highlights the susceptibility of these vectors to infection with sylvatic DENV. The infectivity and vector competence of these urban mosquitoes to this strain of the virus needs further investigation, as well as the possibility of the emergence of sylvatic virus into the human transmission cycle.