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Introduction Dengue is a global health threat, with severe cases causing significant complications. Cytokines have been proposed as potential indicators of disease severity; however, the short plasma half-life and pre-analytical instability of free-form cytokines limit their clinical applicability. Exosome-encapsulated cytokines are protected by a lipid bilayer and may provide a more stable and integrated representation of host immune responses. Methods In this cross-sectional study, we analyzed single time-point plasma samples collected from patients during clinical evaluation between July and December 2023, with most samples obtained during the acute phase (within 7 days post-symptom onset). Plasma exosomes were isolated from patients with mild dengue, dengue with warning signs (DFWS), severe dengue (SD), other febrile illnesses, and healthy controls (HCs). Exosome-associated cytokines were quantified using a multiplex panel assessing 15 cytokines. Results Across the five study groups, significant differences in plasma exosome cytokine levels were observed for interleukin (IL)-1β, IL-6, IL-10, IL-12, interferon-γ (IFN-γ), and tumor necrosis factor (TNF)-α (all p < 0.05). Post-hoc analyses further demonstrated that IL-6, IL-10, and TNF-α levels were significantly higher in both the DFWS and SD groups compared with HCs (all p < 0.01). In a subsequent analysis comparing mild dengue with the combined DFWS/SD group, significantly higher exosomal levels of IL-1β, IL-5, IL-10, IL-12, IL-13, and TNF-α were observed in the DFWS/SD group (all p < 0.05). Receiver operating characteristic (ROC) analysis showed that IL-1β, IL-10, and TNF-α moderately discriminated mild from severe cases, with area under the curve (AUC) values of approximately 0.7. An “all-positive” panel (TNF-α, IL-10, and IL-1β) achieved 84% sensitivity and 67.5% specificity for identifying DFWS/SD. Conclusion These findings suggest that combined exosomal cytokine profiling may aid in disease severity stratification. However, given the cross-sectional design and moderate discriminatory performance, larger prospective studies are needed to validate its clinical applicability.