Possibly. Although there are no published medical studies looking specifically at severe menstrual cramps in women with undiagnosed celiac disease, numerous studies link menstrual disorders with celiac disease, and anecdotal reports from diagnosed celiacs indicate many women find relief from severe menstrual cramps after going gluten-free.
A major Italian study on reproductive issues in women with celiac disease found that nearly half of women with celiac reported suffering from dysmenorrhea, or severe menstrual cramps, prior to diagnosis. However, about 32% of non-celiac women serving as control subjects in that study also reported severe menstrual cramps.
Although that study did not consider whether following a gluten-free diet could improve the severe menstrual cramps in women with celiac disease, the authors wrote that their results "seem to substantiate a possible relation between the two."
Anecdotal reports from newly diagnosed celiacs who begin to follow the gluten-free diet also indicate a potential link. I've corresponded with many women who say their severe menstrual cramps improved or even disappeared completely once they began eating gluten-free.
The authors of the Italian study note that celiac women who follow a gluten-free diet appear to avoid many pregnancy problems found commonly in celiacs. It stands to reason that the same could hold true for celiac women suffering from severe menstrual cramps.
D. Martinelli et al. Reproductive life disorders in Italian celiac women. A case-control study. BMC Gastroenterology. 2010 Aug 6;10:89.