Celiac disease (CeD) is an immune-mediated enteropathy precipitated by ingestion of gluten in genetically predisposed individuals. Considering that CeD affects approximately 1% of the Western population, it may be considered a global health problem. In the large majority of cases, CeD has a benign course, characterized by the complete resolution of symptoms and a normal life expectancy after the beginning of a gluten-free-diet (GFD); however, an increased risk of developing malignancies, such as lymphomas and small bowel carcinoma (SBC), has been reported. In particular, enteropathy-associated T-cell lymphoma (EATL), a peculiar type of T-cell lymphoma, is characteristically associated with CeD. Moreover, the possible association between CeD and several other malignancies has been also investigated in a considerable number of studies. In this paper, we aim to provide a comprehensive review of the current knowledge about the associations between CeD and cancer, focusing in particular on EATL and SBC, two rare but aggressive malignancies.