Anemia is considered to be the most frequent extra-intestinal manifestation of Celiac Disease (CD). We assessed frequency, severity, morphologic features, and pathogenic factors of anemia in patients of the Sicilian Regional Network of Celiac Disease and attempted to identify putative pre-diet factors influencing anemia persistence. We retrospectively analyzed CD patients admitted to three centers between 2016–2020. 159 patients entered the study (129 females). More than half (54.7%) had mild-moderate, hypochromic and microcytic anemia, associated with below normal total serum iron and ferritin, indicative of iron deficiency anemia (IDA). One year after diagnosis, 134 patients were following ‘strict’ GFD. Hypochromic and microcytic anemia persisted in 46% of subjects who were anemic at diagnosis. Patients with persistent anemia had at diagnosis a higher prevalence of female gender (p = 0.02), lower body mass index (BMI, p = 0.01), higher prevalence of poly/hypermenorrhea (p = 0.02) and atopy (p = 0.04), and lower ferritin levels (p = 0.05) than the whole group of non-anemic ones. IDA is found in more than 50% of CD patients at diagnosis; nevertheless, in a lot of women IDA is not corrected by ‘strict’ GFD. Low BMI and poly/hypermenorrhea at diagnosis characterize this subgroup, suggesting that IDA might be due to iron loss rather than malabsorption, or to their coexistence/overlap.