India implemented the largest COVID-19 vaccination drive in the world, through which it vaccinated the majority of its population. Lessons from the Indian COVID-19 vaccination experience can be invaluable for other LMICs as well as for preparedness for future outbreaks. Our study is designed to explore the factors associated with COVID-19 vaccination coverage in India at the district level. We used data from COVID-19 vaccination in India combined with several other administrative data to create a unique data set that facilitated a spatio–temporal exploratory analysis by uncovering the factors associated with vaccination rates across different vaccination phases and districts. We found evidence that past reported infection rates were positively correlated with COVID-19 vaccination outcomes. Past cumulative COVID-19 deaths as a proportion of district populations were associated with lower COVID-19 vaccination, but the percentage of past reported infection was positively correlated with first-dose COVID-19 vaccination, which might indicate a positive role of higher awareness created by a higher reported infection rate. Districts that on average had a higher population burden per health centre were likely to have lower COVID-19 vaccination rates. Vaccination rates were lower in rural areas relative to urban areas, whereas the association with literacy rate was positive. Districts with a higher percentage of children with complete immunisation were associated with higher COVID-19 vaccination, whereas low vaccination was observed in districts that had higher percentages of wasted children. COVID-19 vaccination was lower among pregnant and lactating women. Higher vaccination was observed among populations with higher blood pressure and hypertension (which were a few of the co–morbidities associated with COVID-19 infection).