Non-specific protective effects of certain vaccines have been reported, and long-term boosting of innate immunity, termed trained immunity, has been proposed as one of the mechanisms mediating these effects. Several epidemiological studies suggested cross-protection between influenza vaccination and COVID-19. In a large academic Dutch hospital, we found that SARS-CoV-2 infection was less common among employees who had received a previous influenza vaccination: relative risk reductions of 37% and 49% were observed following influenza vaccination during the first and second COVID-19 waves, respectively. The quadrivalent inactivated influenza vaccine induced a trained immunity program that boosted innate immune responses against various viral stimuli and fine-tuned the anti-SARS-CoV-2 response, which may result in better protection against COVID-19. Influenza vaccination led to transcriptional reprogramming of monocytes and reduced systemic inflammation. These epidemiological and immunological data argue for potential benefits of influenza vaccination against COVID-19, and future randomized trials are warranted to test this possibility.