Abstract: Nearly 150 million doses of FDA-authorized COVID vaccines have been administered in the United States. Sex-based differences of adverse events remain poorly understood, mandating the need for real-world investigation from Electronic Health Records (EHRs) and broader epidemiological data sets. Based on an augmented curation of EHR clinical notes of 31,064 COVID-vaccinated individuals (19,321 females and 11,743 males) in the Mayo Clinic, we find that nausea and vomiting were documented significantly more frequently in females than males after both vaccine doses (nausea: RRDose 1 = 1.67, pDose 1 <0.001, RRDose 2 = 2.2, pDose 1 < 0.001; vomiting: RRDose 1 = 1.58, pDose 1 < 0.001, RRDose 2 = 1.88, pDose 1 = 3.4x10-2). Conversely, fever, fatigue, and lymphadenopathy were more common in males after the first dose vaccination (fever RR = 0.62; p = 8.65x10-3; fatigue RR = 0.86, p = 2.89x10-2; lymphadenopathy RR = 0.61, p = 3.45x10-3). Analysis of the Vaccine Adverse Events Reporting System (VAERS) database further confirms that nausea comprises a larger fraction of total reports among females than males (RR: 1.58; p<0.001), while fever comprises a larger fraction of total reports among males than females (RR: 0.84; p<0.001). Importantly, increased reporting of nausea and fever among females and males, respectively, is also observed for prior influenza vaccines in the VAERS database, establishing that these differences are not unique to the recently developed COVID-19 vaccines. Investigating the mechanistic basis underlying these clinical findings, an analysis of bulk RNA-sequencing data from 12,158 human blood samples (8626 female, 3532 male) reveals 85 genes that are not only significantly different in their gene expression between females and males at baseline, but also have established literature-based associations to COVID-19 as well as the vaccine-related adverse events of clinical consequence. The NLRP3 inflammasome and the NR3C1 glucocorticoid receptor emerge as particularly promising baseline links to sex-associated vaccine adverse events, warranting targeted investigation of these signaling pathways and associated cell types. From a public health standpoint, our clinical findings shall aid in educating patients on the sex-associated risks they should expect for COVID-19 vaccines and also promote better clinical management of vaccine-associated adverse events.