It is believed to be the first such measure at any live entertainment venue in New York City.
A release from the venue said a PCR test within the previous 24 hours or a rapid test taken within 6 hours before an event would qualify.
The venue will have a limited number of rapid tests on hand, however they are recommending that attendees complete tests prior to arriving.
Anyone requiring a rapid test will also be required to spend at least $40 in food and beverages.
Face masks will also be required for anyone in attendance.
"The is the safest measure we can do to balance the challenging protections against the Omicron surge in NYC, and the fragile economic ecosystem that the live music industry must navigate. There will be no exceptions, you must be fully vaccinated and show negative test to enter," City Winery Founder and CEO Michael Dorf said.
The new policy begins Sunday and will continue through Tuesday.
On Saturday, for the second day in a row, New York set a new single-day record for positive COVID cases.
MORE NEWS: NY reports record number of new COVID cases as holiday travel ramps up
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