Abstract Aims To analyse the association between coeliac disease (CD) and depression in children, adolescents, and young adults with type 1 diabetes (T1D). Methods We included 79,067 T1D patients aged 6–20 years, with at least six months of diabetes duration, and treatment data between 1995 and 2019 were documented in the diabetes patient follow-up registry. We categorized patients into four groups: T1D only (n = 73,699), T1 + CD (n = 3379), T1D + depression (n = 1877), or T1D + CD + depression (n = 112). Results CD and depression were significantly associated (adjusted OR: 1.25 [1.03–1.53]). Females were more frequent in both the depression and the CD group compared with the T1D only group. Insulin pumps were used more frequently in T1D + CD and T1D + depression compared with T1D only (both p < .001). HbA1c was higher in T1D + depression (9.0% [8.9–9.0]), T1D + CD + depression (8.9% [8.6–9.2]), both compared with T1D only (8.2% [8.2–8.2], all p < .001). We found comorbid autism, attention deficit hyperactivity disorder, anxiety, schizophrenia, and eating disorders more frequently in the T1D + CD + depression group compared with T1D only (all p < .001). Conclusions CD and depression are associated in young T1D patients. The double load of T1D and CD may lead to an increased risk for depression. Depression was associated with additional psychological and neurological comorbidities. Aside from imperative CD screening after T1D diagnosis and regular intervals, depression screening might be helpful in routine care, especially in patients with diagnosed CD.