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Abstract Background Sex and gender are believed to influence vaccine response. Yet, the relationship between sex and gender and COVID-19 vaccine efficacy is poorly understood and remains under-investigated. Methods We conducted a systematic review to determine whether and to what extent post-approval COVID-19 vaccine effectiveness (VE) studies report sex-disaggregated VE data. We searched four publication and pre-publication databases and additional grey literature sources for relevant published/preprint studies released between 1 January 2020 and 1 October 2021 (i.e., pre-Omicron era). We included observational studies providing VE estimates for one or more licensed/approved COVID-19 vaccines and including both males and females. Two reviewers independently assessed study eligibility, extracted data, and assessed risk-of-bias through a modified version of Cochrane’s ROBINS-I tool. A qualitative data synthesis was performed. Results Here we show that, among 240 eligible publications, 68 (28.3%) do not report the sex distribution among participants. Only 21/240 (8.8%) studies provide sex-disaggregated VE estimates, and high between-study heterogeneity regarding design, target population, outcomes, and vaccine type/timing prevent the assessment of sex in determining COVID-19 VE across studies. Conclusions Our findings indicate that few COVID-19 vaccine research publications account for sex. Improved adherence to recommended reporting guidelines will ensure that the evidence generated can be used to better understand the relationship between sex and gender and VE.