Aedes albopictus is a vector of over 20 arboviruses that has spread throughout the world, mainly in the second half of the twentieth century. Approximately 50–100 million people are infected with dengue virus (DENV) transmitted by Aedes mosquitoes each year, leading to heavy economic burdens for both governments and individuals, among countless other negative consequences. Understanding the vector competence of vector species is critical for effectively preventing and controlling vector-borne diseases. Accordingly, in this study, vector competence was evaluated by quantitative analysis of DENV-2 loads in mosquito tissues (midguts, heads, and salivary glands) and whole mosquitoes through real-time quantitative polymerase chain reaction (RT-qPCR) analysis. Wolbachia and the expression of immune-associated genes (Rel1, Rel2, Dicer2, and STAT) in mosquitoes were also detected by RT-qPCR to explore their impact on vector competence. The amount of DENV-2 in the mosquito midguts, heads, and salivary glands from southern-western China were found to be lower than those from eastern-central-northern China. The DENV-2 loads in whole mosquitoes showed a negative correlation with Rel1 gene (r = -0.285, P = 0.011) and STAT gene expression levels (r = -0.289, P = 0.009). In terms of Wolbachia strains, the density of the wAlbB strain was found to be significantly higher than that of the wAlbA strain in the eight Ae. albopictus populations, and the relative density of the wAlbB strain in mosquitoes from southern-western China was higher than those from eastern-central-northern China. The relative density of the wAlbB strain showed a negative correlation with the mean loads of DENV-2 in the heads (r = -0.729, P = 0.040), salivary glands (r = -0.785, P = 0.021), and whole mosquitoes (r = -0.909, P = 0.002). Thus, there are lower DENV-2 loads in the mosquitoes from southern-western China, which may be related to the innate immunity of mosquitoes as affected by Rel1 in the Toll pathway, STAT in the JAK-STAT pathway, and the relative density of the wAlbB strain.