Background: Celiac disease (CD) follow-up is a relatively underevaluated topic. However, correct adherence to follow-up procedures is central to the early recognition of complicated CD and other conditions typically associated with CD. Establishing whether patients at increased risk of complications follow clinicians’ recommendations has multiple repercussions. Methods: We retrospectively analyzed the records of patients consecutively diagnosed with CD in our outpatient clinic between January 2004 and October 2017 to investigate the factors associated with drop-out from follow-up procedures. Results: Among the 578 patients analyzed, 40 (6.9%) dropped out during the first six months and 272 (50.6%) during the observation period. The median time to drop-out was 7.4 years (95% confidence interval: 6.8–8.0). No factors were associated with early drop-out. Instead, age at diagnosis >40 years (40–59 years, p < 0.001; ≥60 years, p = 0.048) and classical clinical presentation (p = 0.016) were significantly associated with a lower risk of later drop-out. Conclusions: Patients at increased risk of complicated CD are more compliant with follow-up procedures than patients at lower risk, despite being prescribed the same controls. These results indirectly support the hypothesis of tailored follow-up strategies, differentiated according to the risk of complications.