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The aim was to assess the effect of the nonsystematic pneumococcal conjugate vaccine (PCV) on incidence of pneumonia associated with parapneumonic pleural effusion (PPE) in vaccinated and unvaccinated children.Cases were patients <15 years of age who had been diagnosed with pneumonia associated with PPE in a tertiary hospital in Navarra (Spain) between 1995 and 2014. The population <15 years of age and covered by the public health service was used as reference. The vaccination status of the cases and population was obtained from computerized medical records. Logistic regression analyses included vaccination status, age group and time periods: prevaccine (1995–2001) and vaccination with PCV7 (2002–2010) and PCV13 (2011–2014).A total of 321 cases of PPE were included. The risk of PPE increased between the prevaccine and PCV7 period (adjusted odds ratio [OR], 3.34; 95% confidence interval [CI]: 2.37–4.71), while vaccination with PCV7 was found to be an independent risk factor (OR, 1.44; 95% CI: 1.09–1.89) in the same analysis. In the PCV13 period, the risk of PPE returned to the prevaccination incidence level among children vaccinated with PCV13 (OR, 1.07; 95% CI: 0.56–2.04), while unvaccinated children (OR, 1.69; 95% CI: 0.96–2.98) and overall those vaccinated with PCV7 (OR, 3.64; 95% CI: 2.15–6.17) maintained an increased risk of PPE.The nonsystematic introduction of PCV7 was followed by an increased incidence of PPE. The subsequent introduction of PCV13 was associated with a return to the incidence level in the prevaccine period, mainly in children vaccinated with PCV13.