Dengue fever is one of the most serious diseases and this disease can cause death. Currently, Indonesia is a country with the highest cases of dengue disease in Southeast Asia. Bandung is one of the cities in Indonesia that is vulnerable to dengue disease. The sub-districts in Bandung had different levels of relative risk of dengue disease. Dengue disease is transmitted to people by the bite of an Aedesaegypti mosquito that is infected with a dengue virus. Prevention of dengue disease is by controlling the vector mosquito. It can be done by various methods, one of the methods is fogging. The efforts made by the Health Department of Bandung through fogging had constraints in terms of limited funds. This problem causes Health Department selective in fogging, which is only done for certain locations. As a result, many sub-districts are not handled properly by the Health Department because of the unequal distribution of activities to prevent the spread of dengue disease. Thus, it needs the proper allocation of funds to each sub-district in Bandung for preventing dengue transmission optimally. In this research, the optimization model using Markowitz model approach will be applied to determine the allocation of funds should be given to each sub-district in Bandung. Some constraints will be added to this model and the numerical solution will be solved with generalized reduced gradient method using Solver software. The expected result of this research is the proportion of funds given to each sub-district in Bandung correspond to the level of risk of dengue disease in each sub-district in Bandung so that the number of dengue cases in this city can be reduced significantly.