Sudden sensorineural hearing loss (SSNHL), a rare audiological condition that accounts for 1% of all cases of sensorineural hearing loss, can cause permanent hearing damage. Soon after the launch of global COVID-19 vaccination campaigns, the World Health Organization released a signal detection about SSNHL cases following administration of various COVID-19 vaccines. Post-marketing studies have been conducted in different countries using either pharmacovigilance or medico-administrative databases to investigate SSNHL as a potential adverse effect of COVID-19 vaccines. Here, we examine the advantages and limitations of each type of post-marketing study available. While pharmacoepidemiological studies highlight the potential association between drug exposure and the event, pharmacovigilance approaches enable causality assessment. The latter objective can only be achieved if an expert evaluation is provided using internationally validated diagnostic criteria. For a rare adverse event such as SSNHL, case information and quantification of hearing loss are mandatory for assessing seriousness, severity, delay onset, differential diagnoses, corrective treatment, recovery, as well as functional sequelae. Appropriate methodology should be adopted depending on whether the target objective is to assess a global or individual risk.