Health authorities confirmed that 38-year-old Watila Santos died on March 11.
A neighbour of Santos, Alessandro Valenca Couto, was infected and sent for treatment to a hospital in Rio de Janeiro, where he is recovering.
Authorities are investigating possible cases involving four relatives of Santos, including a 13-year-old and a nine-year-old.
In the city centre and rural areas of Casimiro de Abreu, about 150km from Rio de Janeiro, a large tent has been set up to vaccinate people. Authorities say around 30 000 of the city's 42 000 people have been vaccinated in recent days.
Yellow fever is transmitted by mosquitoes and causes fever, body aches, vomiting and sometimes jaundice.
Rio de Janeiro's state health department has announced plans to vaccinate its entire population as a preventative measure. It says it will need 12 million doses to reach a 90% vaccination rate by year's end.