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The aims of this observational “proof-of-concept” study were to analyze the clinical/psychological characteristics and gut microbiota/mycobiota composition of individuals with suspected non-celiac gluten/wheat sensitivity (NCGS/WS) according to responses to the double-blind-placebo-controlled (DBPC) crossover gluten challenge test. Fifty individuals with suspected NCGS/WS were subjected to the DBPC challenge test, anthropometric measurements, psychometric questionnaires, and fecal samples were collected. Twenty-seven (54%) participants were gluten responsive (NCGS), and 23 were placebo responsive, with an order effect. NCGS individuals displayed a significantly lower risk of eating disorders and a higher mental health score when compared to placebo-responsive participants, confirmed by multiple logistic regression analyses (OR = 0.87, 95% CI 0.76–0.98, p = 0.021, and OR = 1.30, 95% CI 1.06–1.59, p = 0.009, respectively). Principal coordinate analyses based on microbiota composition showed a separation by the DBPC response (p = 0.039). For Bacteroides (p = 0.05) and Parabacteroides (p = 0.007), the frequency of amplicon sequence variants was lower, and that for Blautia (p = 0.009) and Streptococcus (p = 0.004) was higher in NCGS individuals at multiple regression analyses. No difference in the mycobiota composition was detected between the groups. In conclusion, almost half of the individuals with suspected gluten sensitivity reported symptoms with placebo, they showed lower mental health scores, increased risk for eating disorders, and a different gut microbiota composition.