More than 12 billion COVID-19 vaccination shots have been administered as of August 2022, but information from active surveillance about vaccine safety is limited. Surveillance is generally based on self-reporting, making the monitoring process subjective. We study participants in Israel who received their second or third Pfizer BioNTech COVID-19 vaccination. All participants wore a Garmin Vivosmart 4 smartwatch and completed a daily questionnaire via smartphone. We compare post-vaccination smartwatch heart rate data and a Garmin-computed stress measure based on heart rate variability with data from the patient questionnaires. Using a mixed effects panel regression to remove participant-level fixed and random effects, we identify considerable changes in smartwatch measures in the 72 h post-vaccination even among participants who reported no side effects in the questionnaire. Wearable devices were more sensitive than questionnaires in determining when participants returned to baseline levels. We conclude that wearable devices can detect physiological responses following vaccination that may not be captured by patient self-reporting. More broadly, the ubiquity of smartwatches provides an opportunity to gather improved data on patient health, including active surveillance of vaccine safety.