BACKGROUND: Dengue fever is a mosquito-borne viral disease that poses significant health risks and socioeconomic challenges in Brazil, necessitating accurate forecasting across its 27 federal states. With the country's diverse climate and geographical spread, effective dengue prediction requires models that can account for both climate variations and spatial dynamics. This study addresses these needs by using Long Short-Term Memory (LSTM) neural networks enhanced with SHapley Additive exPlanations (SHAP) integrating optimal lagged climate variables and spatial influence from neighboring states. METHOD: An LSTM-based model was developed to forecast dengue cases across Brazil's 27 federal states, incorporating a comprehensive set of climate and spatial variables. SHAP was used to identify and select the most important lagged climate predictors. Additionally, lagged dengue cases from neighboring states were included to capture spatial dependencies. Model performance was evaluated using MAE, MAPE, and CRPS, with comparisons to baseline models. RESULTS: The LSTM-Climate-Spatial model consistently demonstrated superior performance, effectively integrating temporal, climatic, and spatial information to capture the complex dynamics of dengue transmission. SHAP-enhanced variable selection improved accuracy by focusing on key drivers such as temperature, precipitation and humidity. The inclusion of spatial effects further strengthened forecasts in highly connected states showcasing the model's adaptability and robustness. CONCLUSION: This study presents a scalable and robust framework for dengue forecasting across Brazil, effectively integrating temporal, climatic, and spatial information into an LSTM-based model. The model's successful application across Brazil's diverse regions demonstrates its generalizability to other dengue-endemic areas with varying climatic and epidemiological conditions. By integrating diverse data sources, the framework captures key transmission drivers, demonstrating the potential of LSTM neural networks for robust predictions. These findings provide valuable insights to enhance public health strategies and outbreak preparedness in Brazil.