Ethnic groups can display differential genetic susceptibility to infectious diseases. The arthropod-born viral dengue disease is one such disease, with empirical and limited genetic evidence showing that African ancestry may be protective against the haemorrhagic phenotype. Global ancestry analysis based on high-throughput genotyping in admixed populations can be used to test this hypothesis, while admixture mapping can map candidate protective genes. A Cuban dengue fever cohort was genotyped using a 2.5 million SNP chip. Global ancestry was ascertained through ADMIXTURE and used in a fine-matched corrected association study, while local ancestry was inferred by the RFMix algorithm. The expression of candidate genes was evaluated by RT-PCR in a Cuban dengue patient cohort and gene set enrichment analysis was performed in a Thai dengue transcriptome. OSBPL10 and RXRA candidate genes were identified, with most significant SNPs placed in inferred weak enhancers, promoters and lncRNAs. OSBPL10 had significantly lower expression in Africans than Europeans, while for RXRA several SNPs may differentially regulate its transcription between Africans and Europeans. Their expression was confirmed to change through dengue disease progression in Cuban patients and to vary with disease severity in a Thai transcriptome dataset. These genes interact in the LXR/RXR activation pathway that integrates lipid metabolism and immune functions, being a key player in dengue virus entrance into cells, its replication therein and in cytokine production. Knockdown of OSBPL10 expression in THP-1 cells by two shRNAs followed by DENV2 infection tests led to a significant reduction in DENV replication, being a direct functional proof that the lower OSBPL10 expression profile in Africans protects this ancestry against dengue disease.