Celiac disease is an immune-mediated, chronic, inflammatory, and systemic illness which could affect the eye. The aim of this study is to look for possible signs of retinal involvement in celiac disease that could be utilized as biomarkers for this disease. Sixty-six patients with celiac disease and sixty-six sex-matched healthy subjects were enrolled in this observational case–control study. A comprehensive ophthalmological evaluation, axial length measurements, and SD-OCT evaluation were performed. The thickness of the retinal layers at the circle centered on the fovea (1 mm in diameter) and the average of the foveal and parafoveal zones at 2 and 3 mm in diameter were evaluated, together with retinal volume and the peripapillary retinal nerve fiber layer (RNFL). Concerning the thicknesses of the retinal layers in each analyzed region, no statistically significant differences were found. The same results were obtained for the total volume. Regarding peripapillary RNFL, the celiac patients showed slightly thicker values than the healthy controls, except for temporal and nasal-inferior quadrants, with no statistically significant differences. All the analyzed parameters were similar for the celiac patients and the healthy individuals. This could be related either to the non-involvement of the retinal layers in celiac disease pathophysiology or to the gluten-free diet effect.