Vaccines are vital to control the Coronavirus disease 2019 (COVID-19) pandemic, but the pressure to quickly move from research to implementation in the context of a pandemic crisis raises concerns about benefits and harms, vaccine acceptance and fair access. Here we present a strategy for the COVID-19 vaccination rollout which can be rapidly embedded and would offer direct real-world evidence of vaccines on a large scale to generate otherwise unobtainable knowledge on the safety and perhaps efficacy of COVID-19 vaccines. Such strategic rollouts leveraging randomization can provide important evidence, for COVID-19 and in future occasions, for vaccines and beyond.