Evidence on the consumption of ultra-processed foods (UPF) in adults with celiac disease (CD) and its impact on Mediterranean Diet (MD) adherence is still limited. Our aim was to determine UPF consumption and its relationship with MD adherence in a group of adults, according to the presence of CD. This case-control study included 103 adults with CD and 312 without CD. UPF intake was assessed using the NOVA Food Frequency Questionnaire (NFFQ), while MD adherence was assessed using the Medi-Lite score. UPF represented 14.5% of the diet of participants with CD (246 g/day) and came mainly from cereals-based products (29%) and sweets (24.2%). UPF consumption did not differ with the presence of CD, but participants with CD had significantly (p < 0.05) higher consumption of precooked pasta and pre-packaged breads. Participants with CD also reported a significantly lower MD adherence than participants without CD (9.4 vs. 10.4), with higher intake of meat and dairy products, and lower consumption of vegetables and fish. An inverse trend was found between UPF consumption and MD adherence in adults with CD, although not statistically significant. These findings highlight the importance of improving nutrition education for subjects with CD, which should not only focus on gluten exclusion.