Autophagic machinery is involved in selective and non-selective recruitment as well as degradation or exocytosis of cargoes, including pathogens. Dengue virus (DENV) infection induces autophagy that enhances virus replication and vesicle release to evade immune system surveillance. This study reveals that DENV2 induces autophagy in lung and liver cancer cells and showed that DENV2 capsid, envelope, NS1, NS3, NS4B and host cell proinflammatory high mobility group box 1 (HMGB1) proteins associated with autophagosomes which were purified by gradient centrifugation. Capsid, NS1 and NS3 proteins showing high colocalization with LC3 protein in the cytoplasm of the infected cells were detected in the purified double-membrane autophagosome by immunogold labeling under transmission electron microscopy. In DENV infected cells, the levels of capsid, envelope, NS1 and HMGB1 proteins are not significantly changed compared to the dramatic accumulation of LC3-II and p62/SQSTM1 proteins when autophagic degradation was blocked by chloroquine, indicating that these proteins are not regulated by autophagic degradation machinery. We further demonstrated that purified autophagosomes were infectious when co-cultured with uninfected cells. Notably, these infectious autophagosomes contain DENV2 proteins, negative-strand and full-length genomic RNAs, but no viral particles. It is possible that the infectivity of the autophagosome originates from the full-length DENV RNA. Moreover, we reveal that DENV2 promotes HMGB1 exocytosis partially through secretory autophagy. In conclusion, we are the first to report that DENV2-induced double-membrane autophagosomes containing viral proteins and full-length RNAs are infectious and not undergoing autophagic degradation. Our novel finding warrants further validation of whether these intracellular vesicles undergo exocytosis to become infectious autophagic vesicles.