Abstract Electromagnetic observations of gravitational-wave and high-energy neutrino events are crucial in understanding the physics of their astrophysical sources. X-ray counterparts are especially useful in studying the physics of the jet, the energy of the outflow, and the particle acceleration mechanisms in the system. Ultraviolet and optical observations can help us constrain the mass and velocity of the outflow and provide hints on the viewing angle. We present the Neil Gehrels Swift Observatory prompt searches for X-ray and UV/optical counterparts to the joint gravitational-wave and high-energy neutrino coincident events that happened during the third observing run of LIGO/Virgo. Swift observed the overlap between gravitational-wave and neutrino error regions for three of the considerable ( p -value < 1%) joint gravitational-wave and high-energy neutrino coincident alerts, which were generated by the IceCube Neutrino Observatory in real time after triggering by the LIGO/Virgo gravitational-wave public alerts. The searches did not associate any X-ray or UV/optical counterparts with any of the joint gravitational-wave and high-energy neutrino coincident events; however, the follow-up of these alerts significantly improved the tiling techniques covering regions between the gravitational-wave sky maps and the neutrino’s error regions, making the real-time system ready for future potential discoveries. We discuss the details of each follow-up procedure, the results of each search, and the plans for future searches.