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Type 1 diabetes mellitus (T1DM), celiac disease (CD) and autoimmune thyroid disease (ATD) are autoimmune conditions relatively common in paediatric age and frequently occur in association in the same subject. This event is not by chance and requires an explanation. Here, we studied the distribution of HLA-DQ αβ heterodimers in 334 Italian children with T1DM, ATD and CD alone or in association and in 224 Italian healthy controls. In particular, 164 patients had T1DM (133 alone, 20+ATD, 7+CD and 4+CD+ATD), 118 had ATD (110 alone, 8+CD) and 52 had CD (40 alone, 11+ATD and 1+T1DM). 51 patients suffered from multiple autoimmune diseases. The risk for multiple autoimmune diseases was significantly associated with the increased number of HLA-DQ markers of susceptibility for both T1DM (p = 0.003) and CD (p = 0.006). The presence of one or more diabetogenic DQ molecules significantly increased the probability of developing not only T1DM (p < 0.001) but also CD (p < 0.001) and ATD (p = 0.001). Similarly, the presence of one or more celiac HLA-DQ heterodimers significantly increased the likelihood of developing not only CD (p < 0.001), but also T1DM (p < 0.001) and ATD (p < 0.001). We confirm that the sharing of the immunogenetic background is responsible for the development of multiple autoimmune diseases although with a different risk according to the number and type of susceptible HLA-DQ heterodimers as reported in the algorithm proposed here. It is likely that combinations of DQA1 and DQB1 alleles are the real culprits of the progression towards multiple autoimmune diseases and HLA-DQ genomic typing will improve the capability to predict associated autoimmune diseases in infancy.