There is no malaria in the Pantanal, but dengue fever occasionally breaks out in the region. Preventative measures are usually rapidly taken by authorities and the vector mosquito is, regardless, generally associated with urban areas and not the countryside. If you’re concerned, consult a travel-health expert for the latest information before you leave home. For more on these and other travelers' health concerns, check out Lonely Planet’s Healthy Travel – Central & South America by Drs Gheradin and Young.
There are medical services available in Cuiabá, Corumbá and Campo Grande.