The records show that Bolsonaro, a COVID-19 skeptic who publicly opposed the vaccine, received a dose of the immunizer in a public healthcare center in Sao Paulo in July 2021.
The investigation concluded, however, that the former president had left the city the previous day and didn't leave Brasilia until three days later, according to a statement.
The nurse listed in the records as having applied the vaccine on Bolsonaro denied doing so and was no longer working at the center. The listed vaccine lot was also not available on that date, the comptroller general's office said.
Registration of two other vaccine doses that would have been given to Bolsonaro was removed from his record even before the investigations began, it added, saying these were also fake.
Last May, Bolsonaro's home in Brasilia was raided by the federal police under the vaccine probe. Some of his aides were arrested and his cell phone was seized.
Bolsonaro has previously denied having knowledge of or ordering false information to be inserted into his vaccination records.
His lawyer did not immediately respond to a request for comment.
During his tenure, Bolsonaro repeatedly downplayed the importance of immunization and social distancing measures during the pandemic. He often stated that he had not been vaccinated against the disease and would not do so.
He also dismissed the effectiveness of vaccines and spread fears about the possible side effects of immunization, going so far as to falsely associate the vaccine with the development of AIDS.
Bolsonaro was infected with COVID-19 in July 2020, nearly one year before the record of his first vaccine.