Gluten sensitivity is an autoimmune disease that usually causes intestinal atrophy resulting in a malabsorption syndrome known as celiac disease. However, gluten sensitivity may involve several organs and is often associated with extraintestinal manifestations. Typically, patients with celiac disease have circulating anti-tissue transglutaminase and anti-gliadin antibodies. When patients with gluten sensitivity are affected by other autoimmune diseases, other autoantibodies may arise like anti-epidermal transglutaminase in dermatitis herpetiformis, anti-thyroid peroxidase antibodies in thyroiditis, and anti-islet cells antibodies in type 1 diabetes. The most common neurological manifestation of gluten sensitivity is ataxia, the so-called gluten ataxia (GA). In patients with GA we have demonstrated that anti-gliadin and anti-tissue transglutaminase antibodies cross-react with neurons but that additional anti-neural antibodies are present. The aim of the present article is to review the knowledge on animal models of gluten sensitivity, as well as reviewing the role of anti-neural antibodies in GA.