With WHO-approved vaccine, side effects are mild. There may be some pain at the site of injection, swollen glands, headache, aching muscles, malaise, and shivering. In rare cases, allergic reactions such as rash, wheezing and hives, swelling of the upper respiratory tract, and itching can also occur. Serious complications are very rare.
The risks for death from rabies after exposure are far higher than any potential pain or side effects after vaccination.
In a few countries, locally-produced vaccines that are not WHO-approved are still used. Whilst some are safe and effective, there are cases where ineffective and old technology vaccines have been administered and have resulted in rare, but severe, side effects.