This study analysed the evolution of the association of socioeconomic deprivation (SED) with SARS-CoV-2 infection and COVID-19 outcomes in urban Italy during the vaccine rollout in 2021. We conducted a retrospective cohort analysis between January and November 2021, comprising of 16,044,530 individuals aged ≥ 20 years, by linking national COVID-19 surveillance system data to the Italian SED index calculated at census block level. We estimated incidence rate ratios (IRRs) of infection and severe COVID-19 outcomes by SED tercile relative to the least deprived tercile, over three periods defined as low (0-10%); intermediate (> 10-60%) and high (> 60-74%) vaccination coverage. We found patterns of increasing relative socioeconomic inequalities in infection, hospitalisation and death as COVID-19 vaccination coverage increased. Between the low and high coverage periods, IRRs for the most deprived areas increased from 1.09 (95%CI 1.03-1.15) to 1.28 (95%CI 1.21-1.37) for infection; 1.48 (95%CI 1.36-1.61) to 2.02 (95%CI 1.82-2.25) for hospitalisation and 1.57 (95%CI 1.36-1.80) to 1.89 (95%CI 1.53-2.34) for death. Deprived populations in urban Italy should be considered as vulnerable groups in future pandemic preparedness plans to respond to COVID-19 in particular during mass vaccination roll out phases with gradual lifting of social distancing measures.