(1) Aims: Patients receiving antitumor necrosis factor (anti-TNF) therapy are at risk of developing tuberculosis (TB), usually due to the reactivation of a latent TB infection (LTBI). LTBI screening and treatment decreases the risk of TB. This study evaluated the diagnostic performance of different LTBI screening strategies in patients with inflammatory bowel disease (IBD). (2) Methods: Patients in the Spanish ENEIDA registry with IBD screened for LTBI between January 2003 and January 2018 were included. The diagnostic yield of different strategies (dual screening with tuberculin skin test [TST] and interferon-ץ-release assay [IGRA], two-step TST, and early screening performed at least 12 months before starting biological treatment) was analyzed. (3) Results: Out of 7594 screened patients, 1445 (19%; 95% CI 18–20%) had LTBI. Immunomodulator (IMM) treatment at screening decreased the probability of detecting LTBI (20% vs. 17%, p = 0.001). Regarding screening strategies, LTBI was more frequently diagnosed by dual screening than by a single screening strategy (IGRA, OR 0.60; 95% CI 0.50–0.73, p < 0.001; TST, OR 0.76; 95% CI 0.66–0.88, p < 0.001). Two-step TST increased the diagnostic yield of a single TST by 24%. More cases of LTBI were diagnosed by early screening than by routine screening before starting anti-TNF agents (21% [95% CI 20–22%] vs. 14% [95% CI 13–16%], p < 0.001). The highest diagnostic performance for LTBI (29%) was obtained by combining early and TST/IGRA dual screening strategies in patients without IMM. (4): Conclusions: Both early screening and TST/IGRA dual screening strategies significantly increased diagnostic performance for LTBI in patients with IBD, with optimal performance achieved when they are used together in the absence of IMM.