Zanubrutinib‐treated and treatment‐naïve patients with chronic lymphocytic leukaemia (CLL) or Waldenstrom's macroglobulinaemia were recruited in this prospective study to comprehensively profile humoral and cellular immune responses to COVID‐19 vaccination. Overall, 45 patients (median 72 years old) were recruited; the majority were male (71%), had CLL (76%) and were on zanubrutinib (78%). Seroconversion rates were 65% and 77% following two and three doses, respectively. CD4+ and CD8+ T‐cell response rates increased with third dose. In zanubrutinib‐treated patients, 86% developed either a humoral or cellular response. Patients on zanubrutinib developed substantial immune responses following two COVID‐19 vaccine doses, which further improved following a third dose.