During a COVID-19 outbreak in a prison in Zambia from December 14 to 19, 2021, a case-control study was done to measure vaccine effectiveness (VE) against infection and symptomatic infection, when the Omicron variant was the dominant circulating variant. Among 382 participants, 74.1% were fully vaccinated, and the median time since full vaccination was 54 days. There were no hospitalizations or deaths. COVID-19 VE against any SARS-CoV-2 infection was 64.8%, and VE against symptomatic SARS-CoV-2 infection was 72.9%. COVID-19 vaccination helped protect incarcerated persons against SARS-CoV-2 infection during an outbreak while Omicron was the dominant variant in Zambia. These findings provide important local evidence that might be used to increase COVID-19 vaccination in Zambia and other countries in Africa.