Anaphylaxis as an adverse event following immunisation (AEFI) is a rare occurrence. We report four cases of anaphylaxis following administration of single component measles or rubella vaccine between January 2003 and June 2007. We estimate that the incidence of anaphylaxis to measles and rubella single component vaccines is 18.9 and 22.4 cases/100,000 doses, respectively. These figures are likely to be an underestimate but are higher than expected. Our calculations were hampered by lack of immunisation reporting data from the private sector. We recommend that NHS standards of vaccine data reporting are also applied to private clinics.