Background: A strictly gluten-free diet (GFD) is the basis for managing celiac disease (CD). Numerous studies have reported nutritional deficiencies/imbalances ascribable to a GFD. The aim of this review is to describe nutritional deficiencies observed in children with celiac disease on a GFD, to discuss the clinical consequences related to these nutritional imbalances, and to identify strategies that may be adopted to treat them. Methods: We reviewed the MEDLINE and EMBASE databases between January 1998 and January 2019. Results: Children are, regardless of whether they are on a gluten-free diet or not, at risk of consuming too much fat and insufficient fiber, iron, vitamin D, and calcium. These imbalances may be exacerbated when children are on a gluten-free diet. In particular, the intake of folate, magnesium, zinc, and foods with a high glycemic index in children with CD who are on a GFD is significantly altered. Conclusions: Therapeutic protocols should include nutritional education to help teach subjects affected by disorders such as CD the importance of labels, the choice of foods, and the combination of macro- and micronutrients. Children with CD on a GFD should be encouraged to rotate pseudo-cereals, consume gluten-free commercial products that have been fortified or enriched, and use foods that are local and naturally gluten-free.