Background: We aimed to estimate vaccine effectiveness (VE) against COVID-19 mortality, and to explore whether an increased risk of non-COVID-19 mortality exists in the weeks following a COVID-19 vaccine dose. Methods: National registries of causes of death, COVID-19 vaccination, specialized health care and long-term care reimbursements were linked by a unique person identifier using data from 1 January 2021 to 31 January 2022. We used Cox regression with calendar time as underlying time scale to, firstly, estimate VE against COVID-19 mortality after primary and first booster vaccination, per month since vaccination and, secondly, estimate risk of non-COVID-19 mortality in the 5 or 8 weeks following a first, second or first booster dose, adjusting for birth year, sex, medical risk group and country of origin. Results: VE against COVID-19 mortality was > 90 % for all age groups two months after completion of the primary series. VE gradually decreased thereafter, to around 80 % at 7–8 months post-primary series for most groups, and around 60 % for elderly receiving a high level of long-term care and for people aged 90+ years. Following a first booster dose, the VE increased to > 85 % in all groups. The risk of non-COVID-19 mortality was lower or similar in the 5 or 8 weeks following a first dose compared to no vaccination, as well as following a second dose compared to one dose and a booster compared to two doses, for all age and long-term care groups. Conclusion: At the population level, COVID-19 vaccination greatly reduced the risk of COVID-19 mortality and no increased risk of death from other causes was observed.