Abstract Objective To study the association between covid-19 vaccines, SARS-CoV-2 infection, and risk of immune mediated neurological events. Design Population based historical rate comparison study and self-controlled case series analysis. Setting Primary care records from the United Kingdom, and primary care records from Spain linked to hospital data. Participants 8 330 497 people who received at least one dose of covid-19 vaccines ChAdOx1 nCoV-19, BNT162b2, mRNA-1273, or Ad.26.COV2.S between the rollout of the vaccination campaigns and end of data availability (UK: 9 May 2021; Spain: 30 June 2021). The study sample also comprised a cohort of 735 870 unvaccinated individuals with a first positive reverse transcription polymerase chain reaction test result for SARS-CoV-2 from 1 September 2020, and 14 330 080 participants from the general population. Main outcome measures Outcomes were incidence of Bell’s palsy, encephalomyelitis, Guillain-Barré syndrome, and transverse myelitis. Incidence rates were estimated in the 21 days after the first vaccine dose, 90 days after a positive test result for SARS-CoV-2, and between 2017 and 2019 for background rates in the general population cohort. Indirectly standardised incidence ratios were estimated. Adjusted incidence rate ratios were estimated from the self-controlled case series. Results The study included 4 376 535 people who received ChAdOx1 nCoV-19, 3 588 318 who received BNT162b2, 244 913 who received mRNA-1273, and 120 731 who received Ad26.CoV.2; 735 870 people with SARS-CoV-2 infection; and 14 330 080 people from the general population. Overall, post-vaccine rates were consistent with expected (background) rates for Bell’s palsy, encephalomyelitis, and Guillain-Barré syndrome. Self-controlled case series was conducted only for Bell’s palsy, given limited statistical power, but with no safety signal seen for those vaccinated. Rates were, however, higher than expected after SARS-CoV-2 infection. For example, in the data from the UK, the standardised incidence ratio for Bell’s palsy was 1.33 (1.02 to 1.74), for encephalomyelitis was 6.89 (3.82 to 12.44), and for Guillain-Barré syndrome was 3.53 (1.83 to 6.77). Transverse myelitis was rare (<5 events in all vaccinated cohorts) and could not be analysed. Conclusions No safety signal was observed between covid-19 vaccines and the immune mediated neurological events of Bell’s palsy, encephalomyelitis, Guillain-Barré syndrome, and transverse myelitis. An increased risk of Bell’s palsy, encephalomyelitis, and Guillain-Barré syndrome was, however, observed for people with SARS-CoV-2 infection.