Objective: Prior research has suggested a possible connection between vaccination and manifestations of Sickness Behavior; however, a need remains to first delve deeper into this association and second examine how Interoceptive Awareness and emotional factors may modulate individuals’ perceptions of their health status post vaccination. Method: An online retrospective cross-sectional survey of 647 individuals who received a COVID-19 vaccination was conducted. Together with vaccination side effects, socio-demographic characteristics, health status, level of concern about vaccination, and Interoceptive Awareness were collected at the baseline level. Mood, sleep, and Sickness Behavior were assessed at baseline and after vaccination. Data were analyzed using inferential statistics and machine learning techniques. Results: After vaccination, there was a significant increase in Sickness Behavior levels (mean (±SD) SicknessQ T0 = 1.57 (±2.72), mean (±SD) SicknessQ T1 = 5.54 (±5.51); p-value = 0.001; ES = 0.77). A Machine Learning analysis revealed specific patterns of individual dispositions (sex and age), baseline emotional characteristics (levels of depression, anxiety, stress, and concern about adverse reactions), as well as some components of Interoceptive Awareness (Noticing, Body Listening, and Attention Regulation), as predictors of high levels of Sickness Behavior, both in terms of overall scores (JRIP: 72.65% accuracy, AUC = 0.692, d = 0.709; F1 = 0.726) and individual items (JRIP: 75.77% accuracy, AUC = 0.694; d = 0.717; F1 = 0.754). Conclusions: Our results provide new insight into post-immune reactions by highlighting the contribution of Interoceptive Awareness in modulating the severity of Sickness Behavior. This sheds light on the role of awareness of bodily sensations in modulating perceptions of health status, helping to identify the characteristics that make individuals more prone to feeling sick.