Type 1 diabetes (T1D) and celiac disease (CeD) cluster in families and can occur in the same individual. Genetic loci have been associated with susceptibility to both diseases. Our aim was to explore the genetic differences between individuals developing both these diseases (double autoimmunity) versus those with only one. We hypothesized that double autoimmunity individuals carry more of the genetic risk markers that are shared between the two diseases independently. SNPs were genotyped in loci associated with T1D (n = 42) and CeD (n = 28) in 543 subjects who developed double autoimmunity, 2,472 subjects with T1D only, and 2,223 CeD-only subjects. For identification of loci that were specifically associated with individuals developing double autoimmunity, two association analyses were conducted: double autoimmunity versus T1D and double autoimmunity versus CeD. HLA risk haplotypes were compared between the two groups. The CTLA4 and IL2RA loci were more strongly associated with double autoimmunity than with either T1D or CeD alone. HLA analyses indicated that the T1D high-risk genotype, DQ2.5/DQ8, provided the highest risk for developing double autoimmunity (odds ratio 5.22, P = 2.25 × 10−29). We identified a strong HLA risk genotype (DQ2.5/DQ8) predisposing to double autoimmunity, suggesting a dominant role for HLA. Non-HLA loci, CTLA4 and IL2RA, may also confer risk to double autoimmunity. Thus, CeD patients who carry the DQ2.5/DQ8 genotype may benefit from periodic screening of autoantibodies related to T1D.