Dengue virus (DENV) is an endemic disease in the hot and humid low-lands of Colombia. We characterize diverse temporal and spatial patterns of monthly series of dengue incidence in diverse regions of Colombia during the period 2007-2017 at different spatial scales, and their association with indices of El Niño/Southern Oscillation (ENSO) and local climatic variables. For estimation purposes, we use linear analysis tools including lagged cross-correlations (Pearson test), cross wavelet analysis (wavelet cross spectrum, and wavelet coherence), as well as a novel nonlinear causality method, PCMCI, that allows identifying common causal drivers and links among high dimensional simultaneous and time-lagged variables. Our results evidence the strong association of DENV cases in Colombia with ENSO indices and with local temperature and rainfall data. El Niño (La Niña) phenomenon is related to the intensification (weakening) of dengue cases at the national level and in most regions and departments, with maximum correlations occurring at shorter time lags in the Pacific region, closer to the Pacific Ocean. This association is mainly explained by the ENSO-driven increase in temperature and decrease in rainfall, especially in the Andes and Pacific regions. The influence of ENSO is not stationary (there is a reduction of DENV cases since 2005) and local climate variables vary in space and time, and thus it is not easy to extrapolate results from one site to another. The association between DENV and ENSO varies at national and regional scales when data are disaggregated by seasons, being stronger in DJF and weaker in SON. Specific regions (Pacific and Andes) control the overall relationship between dengue dynamics and ENSO at national scale, and the departments of Antioquia and Valle del Cauca determine those of the Andes and Pacific regions, respectively. Cross wavelet analysis indicates that the ENSO-DENV relation in Colombia exhibits a strong coherence in the 12 to16-months frequency band, which denotes the frequency locking between the annual cycle and the interannual (ENSO) timescales. Results of nonlinear causality metrics reveal the complex concomitant effects of ENSO and local climate variables (Fig. 1), offering new insights to develop early warning systems for DENV in Colombia.