Immunity acquired from infection or vaccination protects humans from symptomatic hepatitis E. However, whether the risk of hepatitis E virus (HEV) infection is reduced by the immunity remains unknown. To understand this issue, a cohort with 12 409 participants randomized to receive the hepatitis E vaccine Hecolin® or placebo were serologically followed up for 2 years after vaccination. About half (47%) of participants were initially seropositive. A total of 139 infection episodes, evidenced by four-fold or greater rise of anti-HEV level or positive seroconversion, occurred in participants who received three doses of treatment. Risk of infection was highest among the baseline seronegative placebo group participants (2.04%). Pre-existing immunity and vaccine-induced immunity lower the risk significantly, to 0.52% and 0.30%, respectively. In conclusion, both vaccine-induced and naturally acquired immunity can effectively protect against HEV infection.