© 2019 by the authors. Licensee MDPI, Basel, Switzerland. Non-celiac gluten sensitivity (NCGS) is a syndrome characterized by gastrointestinal and extraintestinal manifestations triggered after gluten ingestion in the absence of celiac disease and wheat allergy. Because of the lack of biomarkers for NCGS diagnosis, the cornerstone for its assessment is a single-or double-blind placebo-controlled (DBPC) gluten challenge. However, there are some non-standardized points in the diagnostic approach proposed by the experts. This complicate comparisons among the results published by different research groups. The gluten vehicle and placebo must be indistinguishable from each other, which entails sensory and technological evaluations of the designed gluten vehicle and placebo products. At the moment, there is no standardized method for the preparation of the gluten vehicle and placebo for carrying out DBPC gluten challenges for NCGS assessment. This review focuses on the challenges that researchers have to face, either for the development of an accepted gluten vehicle and placebo or for identifying NCGS cases on the basis of DBPC gluten challenges.