Every year, influenza causes 290.000 to 650.000 deaths worldwide and vaccination is encouraged to prevent infection in high-risk individuals. Interestingly, cross-protective effects of vaccination against heterologous infections have been reported, and long-term boosting of innate immunity (also termed trained immunity) has been proposed as the underlying mechanism. Several epidemiological studies also suggested cross-protection between influenza vaccination and COVID-19 during the current pandemic. However, the mechanism behind such an effect is unknown. Using an established in-vitro model of trained immunity, we demonstrate that the quadrivalent inactivated influenza vaccine used in the Netherlands in the 2019-2020 influenza season can induce a trained immunity response, including an improvement of cytokine responses after stimulation of human immune cells with SARS-CoV-2. In addition, we found that SARS-CoV-2 infection was less common among Dutch hospital employees who had received influenza vaccination during the 2019/2020 winter season (RR = 0,61 (95% CI, 0.4585 - 0.8195, P = 0.001). In conclusion, a quadrivalent inactivated influenza vaccine can induce trained immunity responses against SARS-CoV-2, which may result in relative protection against COVID-19. These data, coupled with similar recent independent reports, argue for a beneficial effect of influenza vaccination against influenza as well as COVID-19, and suggests its effective deployment in the 2020-2021 influenza season to protect against both infections.