With the global expansion of the highly transmissible SARS-CoV-2 Delta (B.1.617.2) variant, we conducted a matched test-negative case–control study to assess the real-world effectiveness of COVID-19 messenger RNA vaccines against infection with Delta in Qatar’s population. BNT162b2 effectiveness against any, symptomatic or asymptomatic, Delta infection was 45.3% (95% CI, 22.0–61.6%) ≥14 d after the first vaccine dose, but only 51.9% (95% CI, 47.0–56.4%) ≥14 d after the second dose, with 50% of fully vaccinated individuals receiving their second dose before 11 May 2021. Corresponding mRNA-1273 effectiveness ≥14 d after the first or second dose was 73.7% (95% CI, 58.1–83.5%) and 73.1% (95% CI, 67.5–77.8%), respectively. Notably, effectiveness against Delta-induced severe, critical or fatal disease was 93.4% (95% CI, 85.4–97.0%) for BNT162b2 and 96.1% (95% CI, 71.6–99.5%) for mRNA-1273 ≥ 14 d after the second dose. Our findings show robust effectiveness for both BNT162b2 and mRNA-1273 in preventing Delta hospitalization and death in Qatar’s population, despite lower effectiveness in preventing infection, particularly for the BNT162b2 vaccine.