Aedes albopictus, originally considered as a secondary vector for arbovirus transmission, especially in areas where this species co-exist with Aedes aegypti, has been described in most regions of the world. Dispersion and domiciliation of Ae. albopictus in a complex of densely urbanized slums in Rio de Janeiro, Southeastern Brazil, was evidenced. In this study, we tested the hypotheses that 1) Ae. albopictus distribution in urban slums is negatively related to distance from vegetation, and 2) these vectors have taken on a domestic life style with a portion of the population feeding, ovipositing, and resting indoors. To do this, we developed an integrated surveillance proposal, aiming to detect the presence and abundance of Aedes mosquitoes. The study, based on a febrile syndrome surveillance system in a cohort of infants living in the slum complex, was performed on a weekly basis between February 2014 and April 2017. A total of 8,418 adult mosquitoes (3,052 Ae. aegypti, 44 Ae. albopictus, 16 Ae. scapularis, 4 Ae. fluviatilis and 5,302 Culex quinquefasciatus) were collected by direct aspiration and 46,047 Aedes spp. eggs were collected by oviposition traps. The Asian tiger mosquito, Ae. albopictus, was aspirated in its adult form (n = 44), and immature forms of this species (n = 12) were identified from the eggs collected by the ovitraps. In most collection sites, co-occurrence of Ae. aegypti and Ae. albopictus was observed. Key-sites, such as junkyards, thrift stores, factories, tire repair shops and garages, had the higher abundance of Ae. albopictus, followed by schools and households. We collected Ae. albopictus at up to 400 meters to the nearest vegetation cover. The log transformed (n+1) number of females Ae. albopictus captured at each collection point was inversely related to the distance to the nearest vegetation border. These results show that Ae. albopictus, a competent vector for important arboviruses and more commonly found in areas with higher vegetation coverage, is present and spread in neglected and densely urbanized areas, being collected at a long distance from the typical encounter areas for this species. Besides, as Ae. albopictus can easily move between sylvatic and urban environment, the entomological monitoring of Ae. albopictus should be an integral part of mosquito surveillance and control. Finally, key-sites, characterized by high human influx and presence of potential Aedes breeding sites, should be included in entomological monitoring.