At the beginning of the COVID‐19 vaccination campaign, many countries faced a mismatch between the demand and supply of vaccines. Particularly in countries where different rights were granted to vaccinated and unvaccinated individuals, this situation may have fostered what we here refer to as policy‐induced feelings of social exclusion. Using data from Germany in spring 2021, we investigate how individuals’ vaccination status related to feelings of (1) being excluded by others (interpersonal level) and (2) being excluded by the government (societal level) at a time when vaccinated and unvaccinated individuals had different rights. We find that being unvaccinated is associated with feeling excluded by others and by the government and that individuals generally report higher levels of exclusion by the government than by other people. These findings have important implications for policymakers not only in times of a pandemic but in light of major crises more generally.