To date, COVID-19 remains a serious global public health problem. Vaccination against SARS-CoV-2 has been adopted by many countries as an effective coping strategy. The strength of the body’s immune response in the face of viral infection correlates with the number of vaccinations and the duration of vaccination. In this study, we aimed to identify specific genes that may trigger and control the immune response to COVID-19 under different vaccination scenarios. A machine learning-based approach was designed to analyze the blood transcriptomes of 161 individuals who were classified into six groups according to the dose and timing of inoculations, including I-D0, I-D2-4, I-D7 (day 0, days 2–4, and day 7 after the first dose of ChAdOx1, respectively) and II-D0, II-D1-4, II-D7-10 (day 0, days 1–4, and days 7–10 after the second dose of BNT162b2, respectively). Each sample was represented by the expression levels of 26,364 genes. The first dose was ChAdOx1, whereas the second dose was mainly BNT162b2 (Only four individuals received a second dose of ChAdOx1). The groups were deemed as labels and genes were considered as features. Several machine learning algorithms were employed to analyze such classification problem. In detail, five feature ranking algorithms (Lasso, LightGBM, MCFS, mRMR, and PFI) were first applied to evaluate the importance of each gene feature, resulting in five feature lists. Then, the lists were put into incremental feature selection method with four classification algorithms to extract essential genes, classification rules and build optimal classifiers. The essential genes, namely, NRF2, RPRD1B, NEU3, SMC5, and TPX2, have been previously associated with immune response. This study also summarized expression rules that describe different vaccination scenarios to help determine the molecular mechanism of vaccine-induced antiviral immunity.