Abstract Background The EVITE Immunity study investigated the effects of shielding Clinically Extremely Vulnerable (CEV) people during the COVID-19 pandemic on health outcomes and healthcare costs in Wales, United Kingdom, to help prepare for future pandemics. Shielding was intended to protect those at highest risk of serious harm from COVID-19. We report the cost of implementing shielding in Wales. Methods The number of people shielding was extracted from the Secure Anonymised Information Linkage Databank. Resources supporting shielding between March and June 2020 were mapped using published reports, web pages, freedom of information requests to Welsh Government and personal communications (e.g. with the office of the Chief Medical Officer for Wales). Results At the beginning of shielding, 117,415 people were on the shielding list. The total additional cost to support those advised to stay home during the initial 14 weeks of the pandemic was £13,307,654 (£113 per person shielded). This included the new resources required to compile the shielding list, inform CEV people of the shielding intervention and provide medicine and food deliveries. The list was adjusted weekly over the 3-month period (130,000 people identified by June 2020). Therefore the cost per person shielded lies between £102 and £113 per person. Conclusion This is the first evaluation of the cost of the measures put in place to support those identified to shield in Wales. However, no data on opportunity cost was available. The true costs of shielding including its budget impact and opportunity costs need to be investigated to decide whether shielding is a worthwhile policy for future health emergencies.