Marburg hemorrhagic fever (MHF) is a rare, viral hemorrhagic fever (VHF); the causative agent is an RNA virus in the family Filoviridae, and growing evidence demonstrates that fruit bats are the natural reservoir of Marburg virus (MARV). On January 9, 2008, an infectious disease physician notified the Colorado Department of Public Health and Environment (CDPHE) of a case of unexplained febrile illness requiring hospitalization in a woman who had returned from travel in Uganda. Testing of early convalescent serum demonstrated no evidence of infection with agents that cause tropical febrile illnesses, including VHF. Six months later, in July 2008, the patient requested repeat testing after she learned of the death from MHF of a Dutch tourist who had visited the same bat-roosting cave as the patient, the Python Cave in Queen Elizabeth National Park, Uganda. The convalescent serologic testing revealed evidence of prior infection with MARV, and MARV RNA was detected in the archived early convalescent serum. A public health investigation did not identify illness consistent with secondary MHF transmission among her contacts, and no serologic evidence of infection was detected among the six tested of her eight tour companions. The patient might have acquired MARV infection through exposure to bat secretions or excretions while visiting the Python Cave. Travelers should be aware of the risk for acquiring MHF in caves or mines inhabited by bats in endemic areas in sub-Saharan Africa. Health-care providers should consider VHF among travelers returning from endemic areas who experience unexplained febrile illness.