The health care worker with the Mount Sinai system has been treated and is in stable condition.
The reaction has been reported to the CDC, which will likely publish a case report.
This is the only report of a severe side effect so far in New York City.
More than 30,000 COVID-19 vaccinations have been administered in New York City as of Wednesday morning.
The city said in a statement: "Vaccines do have side effects and allergic reactions - while uncommon - are known to occur. We also know that based on clinical trials and reports of adverse effects in other jurisdictions, reactions such as these are rare but have been reported with the Pfizer vaccine. The city Health Department is closely tracking reports of more severe side effects in collaboration with the CDC, and this is the first serious adverse event we have encountered in New York City. We will continue to move forward with the coronavirus vaccine distribution to ensure that health care workers and nursing home staff and residents are protected against COVID-19."