Spain start against Sweden in Group E on Monday night and it is possible some players will now feel the side-effects of the vaccination ahead of the fixture in Seville.
All the players also underwent PCR tests on Friday morning, the results all coming back negative for a third consecutive day.
The vaccinations were carried out by the Spanish army, who arrived at the national team's training base in Las Rozas, in the north-west of Madrid, after the government finally gave its approval.
"The players summoned for Euro 2020 have received or completed their vaccination against Covid-19 on Friday," a statement from the federation said.
In a press conference, midfielder Thiago Alcantara said: "It went well and we have a match in three days so let's hope the next bit of good news is there are no side-effects for the match."
The RFEF's initial request for the players to be vaccinated when the squad was announced last month was denied and there have been tense negotiations between the federation and government over the past week.
"It would be very annoying not to be able to pick a player who had symptoms from the vaccine," Spain coach Luis Enrique said on Thursday.
Spain's preparations have been heavily disrupted after captain Sergio Busquets and defender Diego Llorente both tested positive this week.
Busquets and Llorente are self-isolating at home, although Llorente has since tested negative and could yet be available to play against Sweden.
Spain had to field an under-21 team in the last warm-up match against Lithuania on Tuesday while the senior players have had to train individually.
Six new players were called up to form a back-up training bubble along with 11 under-21 players.
Asked what has been the hardest part of a difficult week, Thiago said: "The uncertainty. But we have been in this for a year and a half, we're used to this kind of situation. We have to take what's thrown at us. What's annoying is not being able to have a normal routine of doing things together."
The federation confirmed different vaccines were used depending on the situation of each player, with some having already received a first dose with their clubs.
After Sweden, Spain play Poland on June 19 and Slovakia on June 23.