Background: The effectiveness of SARS-CoV-2 vaccines in frail older adults living in Long-Term Care Facilities (LTCFs) is uncertain. We estimated protective effects of the first dose of ChAdOx1 and BNT162b2 vaccines against infection in this population. Methods: Cohort study comparing vaccinated and unvaccinated LTCF residents in England, undergoing routine asymptomatic testing (8 December 2020 - 15 March 2021). We estimated the relative hazard of PCR-positive infection using Cox proportional hazards regression, adjusting for age, sex, prior infection, local SARS-CoV-2 incidence, LTCF bed capacity, and clustering by LTCF. Results: Of 10,412 residents (median age 86 years) from 310 LTCFs, 9,160 were vaccinated with either ChAdOx1 (6,138; 67%) or BNT162b2 (3,022; 33%) vaccines. A total of 670,628 person days and 1,335 PCR-positive infections were included. Adjusted hazard ratios (aHRs) for PCR-positive infection relative to unvaccinated residents declined from 28 days following the first vaccine dose to 0·44 (0·24, 0·81) at 28-34 days and 0·38 (0·19, 0·77) at 35-48 days. Similar effect sizes were seen for ChAdOx1 (aHR 0·32 [0·15-0·66] and BNT162b2 (aHR 0·35 [0·17, 0·71]) vaccines at 35-48 days. Mean PCR cycle threshold values were higher, implying lower infectivity, for infections ≥28 days post-vaccination compared with those prior to vaccination (31·3 vs 26·6, p<0·001). Interpretation: The first dose of BNT162b2 and ChAdOx1 vaccines was associated with substantially reduced SARS-CoV-2 infection risk in LTCF residents from 4 weeks to at least 7 weeks. Funding: UK Government Department of Health and Social Care. Declaration of Interest: LS reports grants from the Department of Health and Social Care during the conduct of the study and is a member of the Social Care Working Group, which reports to the Scientific Advisory Group for Emergencies. AH is a member of the New and Emerging Respiratory Virus Threats Advisory Group at the Department of Health. All other authors declare no competing interests. Ethical Approval: Ethical approval for the study was obtained from the South Central - Hampshire B Research Ethics Committee, Ref: 20/SC/0238.