Clinical and public health research has revealed the co-occurrence of several neuropsychiatric diseases among patients with celiac disease (CD). The significant presence of CD-specific autoantibodies in patients with neuropsychiatric diseases and vice versa are often reported. To explain the genetic basis of such frequent disease co-occurrence and investigate the underlying common pathways/processes, we performed an extensive cross-disease association study followed by supporting in silico functional validation of the leads. Genomewide association study (GWAS) data for CD and eight commonly co-occurring neuropsychiatric diseases from Caucasian populations were analysed, and the shared loci were determined.We performed Immunochip-based fine mapping of these overlapping association signals in an independent European CD data and tested their cross-ethnic transferability using CD association data from the genetically distinct north Indian population. This study identified 12 shared loci between the two diseases with genomewide significance (P = 5e-8). Of these five loci, namely NFIA, KIA1109, NOTCH4-TSBP1-PBX2, HLA-DQA1 and CSK replicated in an independent Dutch cohort representing European ancestry. Three of these loci, namely NFIA, NOTCH4-TSBP1-PBX2 and HLA-DQA1 that are common between CD, anxiety, migraine and schizophrenia respectively withstood locus transferability test in north Indians. Tissue-specific eQTL analysis of SNPs from transferable loci revealed expression QTL effects in brain tissue besides the small intestine and whole blood. Pathway analysis and evidence of epigenetic regulation highlighted the potential contribution of these SNPs to disease pathology. The replicable and transferable association of genetic variants from MHC locus and their functional implications suggest the process of antigen presentation and adaptive/innate immune response regulated by non-HLA genes in the locus may dominate the shared pathogenesis of CD and neuropsychiatric diseases. Functional validation of the shared candidate genes is warranted to unravel the molecular mechanism for the co-occurrence of CD and specific neuropsychiatric diseases.