This study investigated self-reported short- and long-term symptoms among adolescents receiving the BNT162b2 (Pfizer/BioNTech) vaccine against SARS-CoV-2 and those who did not. A retrospective cohort study based on Danish national survey (collected between 20 July and 15 September 2021) and register data was conducted. Differences in short-term (<14 days) and long-term (>two months) symptoms were explored using logistic regression adjusted for confounders. A total of 747 vaccinated (first dose n = 326; second dose n = 421) and 6300 unvaccinated adolescents were included in analyses of short-term symptoms and 32 vaccinated and 704 unvaccinated adolescents in long-term symptom analyses. In the first 14 days after the first and second vaccine dose the most reported symptoms included headache and muscle or joint symptoms. In both vaccinated and unvaccinated adolescents, the 15–19-year-olds reported significantly higher proportions of all symptoms compared to the 12–14-year-olds. After the second vaccine dose vaccinated 12–14-year-olds reported significantly more headache in adjusted analyses (OR 2.20 (95% CI 1.24; 3.90)). Among the 15–19-year-olds, significantly more vaccinated adolescents reported gastrointestinal symptoms (1.38 (1.06; 1.81)), headache (1.66 (1.24; 2.22)), and tiredness (1.44 (1.08; 1.93)). No differences were found in long-term symptoms. Vaccinated adolescents reported significantly more short-term symptoms including headache, tiredness, and gastrointestinal symptoms after the second vaccine dose than unvaccinated adolescents. Long-term symptom results should be interpreted with caution due to limited sample size.