The impact of the SARS-CoV-2 vaccine on innate immunity is not well understood. However, it has played a pivotal role in reducing COVID-19 severity and mortality. Recent findings have revealed that vaccine efficacy is influenced not only by the effective activation of adaptive immunity, but also by the modulation of innate immunity. This study evaluates the natural killer (NK) cell response and its relationship with type I interferon (IFN-I) gene expression in SARS-CoV-2-infected patients who had previously received the anti-spike vaccine, as well as in unvaccinated patients. Vaccinated individuals showed a higher frequency of NK NK CD56dim CD16- cells and increased IFN-α2 and IFN-ω mRNA expression (p < 0.05). By contrast, unvaccinated patients displayed a predominance of NK CD56dim CD16+ cells and reduced IFN-I gene expression (p < 0.05). A positive correlation was found between IFN-I levels and the frequency of NK CD56dim CD16- cells and a negative correlation between IFN-I levels and NK CD56dim CD16+ cells. Furthermore, despite having more comorbidities, vaccinated patients had faster SARS-CoV-2 clearance, which reinforces the immunological advantage conferred by vaccination. Together, these findings suggest that the SARS-CoV-2 vaccine can modify the innate immune response by enhancing the NK cell response and increasing the magnitude of IFN-I production during SARS-CoV-2 infection.