The most common side effects of Wegovy include nausea, vomiting, diarrhoea, constipation and upset stomach, especially in the initial stages of treatment when the body is adjusting. These symptoms are usually mild and tend to improve over time. Rare but serious side effects include pancreatitis, gallbladder problems, and in some cases, changes in blood sugar. It is important to stay in touch with your healthcare provider to manage any side effects.