A dengue vaccine is expected to be available within a few years. Once vaccine is available, policy-makers will need to develop suitable policies to allocate the vaccine. Mathematical models of dengue transmission predict complex temporal patterns in prevalence, driven by seasonal oscillations in mosquito abundance. In particular, vaccine introduction may induce a transient period immediately after vaccine introduction where prevalence can spike higher than in the pre-vaccination period. These spikes in prevalence could lead to doubts about the vaccination programme among the public and even among decision-makers, possibly impeding the vaccination programme. Using simple dengue transmission models, we found that large transient spikes in prevalence are robust phenomena that occur when vaccine coverage and vaccine efficacy are not either both very high or both very low. Despite the presence of transient spikes in prevalence, the models predict that vaccination does always reduce the total number of infections in the 15 years after vaccine introduction. We conclude that policy-makers should prepare for spikes in prevalence after vaccine introduction to mitigate the burden of these spikes and to accurately measure the effectiveness of the vaccine programme.