BACKGROUND: Studies of COVID-19 vaccine effectiveness show increases in COVID-19 cases within 14 days of a first dose, potentially reflecting post-vaccination behaviour changes associated with SARS-CoV-2 transmission before vaccine protection. However, direct evidence for a relationship between vaccination and behaviour is lacking. We aimed to examine the association between vaccination status and self-reported non-household contacts and non-essential activities during a national lockdown in England and Wales. METHODS: Participants (n = 1154) who had received the first dose of a COVID-19 vaccine reported non-household contacts and non-essential activities from February to March 2021 in monthly surveys during a national lockdown in England and Wales. We used a case-crossover study design and conditional logistic regression to examine the association between vaccination status (pre-vaccination vs 14 days post-vaccination) and self-reported contacts and activities within individuals. Stratified subgroup analyses examined potential effect heterogeneity by sociodemographic characteristics such as sex, household income or age group. RESULTS: 457/1154 (39.60 %) participants reported non-household contacts post-vaccination compared with 371/1154 (32.15 %) participants pre-vaccination. 100/1154 (8.67 %) participants reported use of non-essential shops or services post-vaccination compared with 74/1154 (6.41 %) participants pre-vaccination. Post-vaccination status was associated with increased odds of reporting non-household contacts (OR 1.65, 95 % CI 1.31-2.06, p < 0.001) and use of non-essential shops or services (OR 1.50, 95 % CI 1.03-2.17, p = 0.032). This effect varied between men and women and different age groups. CONCLUSION: Participants had higher odds of reporting non-household contacts and use of non-essential shops or services within 14 days of their first COVID-19 vaccine compared to pre-vaccination. Public health emphasis on maintaining protective behaviours during this post-vaccination time period when individuals have yet to develop full protection from vaccination could reduce risk of SARS-CoV-2 infection.