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Background: The research aimed to investigate the incidence of SARS-CoV-2 breakthrough infections and their determinants in a large European cohort of more than 60,000 health workers. Methods: A multicentric retrospective cohort study, involving 12 European centers, was carried out within the ORCHESTRA project, collecting data up to 18 November 2021 on fully vaccinated health workers. The cumulative incidence of SARS-CoV-2 breakthrough infections was investigated with its association with occupational and social–demographic characteristics (age, sex, job title, previous SARS-CoV-2 infection, antibody titer levels, and time from the vaccination course completion). Results: Among 64,172 health workers from 12 European health centers, 797 breakthrough infections were observed (cumulative incidence of 1.2%). The primary analysis using individual data on 8 out of 12 centers showed that age and previous infection significantly modified breakthrough infection rates. In the meta-analysis of aggregated data from all centers, previous SARS-CoV-2 infection and the standardized antibody titer were inversely related to the risk of breakthrough infection (p = 0.008 and p = 0.007, respectively). Conclusion: The inverse correlation of antibody titer with the risk of breakthrough infection supports the evidence that vaccination plays a primary role in infection prevention, especially in health workers. Cellular immunity, previous clinical conditions, and vaccination timing should be further investigated.