Stressful events have been investigated in various immune-mediated diseases but not in celiac disease. Our aim was to examine the relationship of stressful events assessed by the standardized interview of Paykel with the diagnosis of celiac disease in comparison to patients, with a diagnosis of gastroesophageal reflux disease used as the control group. Adults with celiac disease (n = 186) reported more frequent and more severe life events in the years prior to the diagnosis than control patients (n = 96) (67.2% vs. 37.5%, p < 0.001, mean Paykel score 11.5 vs. 13.4, p = 0.001, respectively). Findings were not significantly different between celiac disease and control patients for the time lapse between the event and the diagnosis (mean 5.5 vs. 5.7 months). Pregnancy was defined as a negative event by 20.3% of celiac women, but never by control women. Findings were confirmed when analyses were repeated in the subgroup of patients of both groups with diagnosis made within one year of onset of symptoms. Data indicate that, before diagnosis, the number of stressful events in celiac disease was more frequent although less severe than in the control group suggesting that life events may favor the clinical appearance of celiac disease or accelerate its diagnosis.