Knowledge of the protection afforded by vaccines might, in some circumstances, modify a vaccinated individual's behaviour, potentially increasing exposure to pathogens and hindering effectiveness. This possibility is usually left unaddressed in vaccine effectiveness studies. Here, we argue that effects of vaccines on disease when their influence on behaviour is blocked are relevant. This type of effect corresponds, by definition, to natural direct effects. There are, however, practical complications for the estimation of natural direct effects in this context. Here, we discuss some of these issues, including exposure-outcome and mediator-outcome confounding by healthcare seeking behaviour, and possible approaches to facilitate estimates of these effects. This work highlights the importance of data collection on behaviour, of assessing whether vaccines induce "riskier" behaviour, and of understanding the potential effects of vaccines when their influence on behaviour is blocked.