Vaccinations have helped to control the COVID-19 pandemic; however, few studies focus on the adverse effects and allergic reactions of these vaccines and fewer have a scope in the Latin American population. The objective of this study was to assess the associations between vaccinations, sex, age, allergic reactions, and adverse effects. This was an analytical cross-sectional study conducted between 1 July and 1 October 2022. The sample consisted of 443 surveyed participants, with a total of 1272 COVID-19 vaccine doses. Seven vaccines (Pfizer BioNTech, Oxford-AstraZeneca, CanSino, Moderna, Johnson and Johnson, Sinovac, and Sputnik V) were evaluated. A total of 12.6% of those surveyed had at least one allergic reaction posterior to vaccination, and females had a greater chance of developing one (p < 0.001, OR 3.1). The most common allergic reaction was chest pain, and Pfizer-BioNTech and Oxford-AstraZeneca were associated with the onset of allergic reactions (p < 0.005). A total of 54.6% of those surveyed developed adverse effects, the most common of which were myalgia, fever, cephalea, asthenia or adynamia, and arthralgia; moreover, older age was associated with the onset of adverse effects (p < 0.5). This study concludes that the BNT162b2 (Pfizer BioNTech) and ChAdOX1 nCOV-19 (Oxford-AstraZeneca) vaccines are strongly associated with the onset of allergic reactions, with ORs of 1.6 (CI 95%, 1.18 to 2.3) and 1.87 (CI 95%, 1.35 to 2.6), respectively. In addition, females have a greater chance of developing allergic reactions associated with COVID-19 vaccinations, and there was a relation found between older age and a greater prevalence of comorbidities, adverse effects after vaccination, and COVID-19 infection after vaccination.