A gluten-free diet (GFD) has been reported to negatively impact the quality of life (QoL) of coeliac disease (CD) patients. The gut-brain axis hormones ghrelin and leptin, with the brain-derived neurotrophic factor (BDNF), may affect QoL of CD patients undergoing GFD. Our aims were to evaluate whether: (a) the circulating concentrations of leptin, ghrelin and BDNF in CD patients were different from those in healthy subjects; (b) GFD might induce changes in their levels; (c) BDNF Val66Met polymorphism variability might affect BDNF levels; and (d) serum BDNF levels were related to dietary docosahexaenoic acid (DHA) as a neurotrophin modulator. Nineteen adult coeliac patients and 21 healthy controls were included. A QoL questionnaire was administered, and serum concentrations of ghrelin, leptin, BDNF and red blood cell membrane DHA levels were determined at the enrolment and after 1 year of GFD. BDNF Val66Met polymorphism was analysed. Results from the questionnaire indicated a decline in QoL after GFD. Ghrelin and leptin levels were not significantly different between groups. BDNF levels were significantly (p = 0.0213) lower in patients after GFD (22.0 +/- 2.4 ng/ml) compared to controls (31.2 +/- 2.2 ng/ml) and patients at diagnosis (25.0 +/- 2.5 ng/ml). BDNF levels correlated with DHA levels (p = 0.008, r = 0.341) and the questionnaire total score (p = 0.041, r = 0.334). Ghrelin and leptin seem to not be associated with changes in QoL of patients undergoing dietetic treatment. In contrast, a link between BDNF reduction and the vulnerability of CD patients to psychological distress could be proposed, with DHA representing a possible intermediate.