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Introduction In February 2021, New Zealand began its largest ever immunisation programme with the BNT162b2 mRNA coronavirus disease 2019 (COVID-19) vaccine. Objective We aimed to understand the association between 12 adverse events of special interest (AESIs) and a primary dose of BNT162b2 in the New Zealand population aged ≥5 years from 19 February 2021 through 10 February 2022. Methods Using national electronic health records, the observed rates of AESIs within a risk period (1–21 days) following vaccination were compared with the expected rates based on background data (2014–2019). Standardised incidence ratios (SIRs) were estimated for each AESI with 95% confidence intervals (CIs) using age group-specific background rates. The risk difference was calculated to estimate the excess or reduced number of events per 100,000 persons vaccinated in the risk period. Results As of 10 February 2022, 4,277,163 first doses and 4,114,364 second doses of BNT162b2 had been administered to the eligible New Zealand population aged ≥5 years. The SIRs for 11 of the 12 selected AESIs were not statistically significantly increased post vaccination. The SIR (95% CI) for myo/pericarditis following the first dose was 2.3 (1.8–2.7), with a risk difference (95% CI) of 1.3 (0.9–1.8), per 100,000 persons vaccinated, and 4.0 (3.4–4.6), with a risk difference of 3.1 (2.5–3.7), per 100,000 persons vaccinated following the second dose. The highest SIR was 25.6 (15.5–37.5) in the 5–19 years age group, following the second dose of the vaccine, with an estimated five additional myo/pericarditis cases per 100,000 persons vaccinated. A statistically significant increased SIR of single organ cutaneous vasculitis (SOCV) was also observed following the first dose of BNT162b2 in the 20–39 years age group only. Conclusions A statistically significant association between BNT162b2 vaccination and myo/pericarditis was observed. This association has been confirmed internationally. BNT162b2 was not found to be associated with the other AESIs investigated, except for SOCV following the first dose of BNT162b2 in the 20–39 years age group only, providing reassurances around the safety of the vaccine. Supplementary Information The online version contains supplementary material available at 10.1007/s40264-023-01332-1.