Background: There is a risk that people vaccinated against COVID-19 will drop or reduce their precautionary behaviours (i.e., a phenomenon of risk homeostasis). Our aim is to assess the occurrence of this effect in a cohort of UK participants who were interviewed 141 days before and 161 days after the start of the vaccination programme. Methods: Of the 765 people who could be followed up before and after the start of the programme and whose vaccination status was known, 178 had not received any injection and 583 were more or less advanced in the process (one vs. two doses since less vs. more than 14 days). The frequency of 14 precautionary behaviours was assessed at both times of measurement, as well as potential covariates (gender, age, comorbidities and history of COVID-19). Results: Controlling for covariates, we didn’t find more decrease in precautionary behaviours among vaccinated individuals, regardless of how far along they were in the process. Conclusion: The results observed in this sample show little risk for a massive change in behaviours among early vaccinated individuals. The pressure to adopt precautionary behaviours remains strong and probably prevents the emergence of a risk homeostasis effect.