Many individuals who refuse COVID-19 vaccination have concerns about long-term side effects. Here, we report findings on self-reported symptoms from a Danish survey- and register study. The study included 34,868 vaccinated primary course recipients, 95.8% of whom received mRNA vaccines, and 1,568 unvaccinated individuals. Participants had no known history of SARS-CoV-2 infection. Using g-computation on logistic regression, risk differences (RDs) for symptoms between vaccinated and unvaccinated persons were estimated with adjustments for possible confounders. Within six weeks after vaccination, higher risks were observed for physical exhaustion (RD 4.9%, 95% CI 1.1% to 8.4%), fever or chills (RD 4.4%, 95% CI 2.1% to 6.7%), and muscle/joint pain (RD 7.0%, 95% CI 3.1% to 10.7%), compared to unvaccinated individuals. Beyond twenty-six weeks, risks were higher among the vaccinated for sleeping problems (RD 3.0, 95% 0.2 to 5.8), fever or chills (RD 2.0, 95% CI 0.4 to 3.6), reduced/altered taste (RD 1.2, 95% CI 0.2 to 2.3) and shortness of breath (RD 2.6, 95% CI 0.9 to 4.0). However, when examining pre-omicron responses only, the difference for reduced/altered taste was significant. As expected, the risk of experiencing physical exhaustion, fever or chills, and muscle/joint pain was higher among persons who responded within six weeks of completing the primary course. No significant differences were observed for the 7-25-week period after vaccination. Associations for the period beyond 26 weeks must be interpreted with caution and in the context of undetected SARS-CoV-2 infection, wide confidence intervals, and multiple testing. Overall, we observe no concerning signs of long-term self-reported physical, cognitive, or fatigue symptoms after vaccination.