We report on a highly significant, positive association between anthrax vaccination and occurrence of Gulf War Illness (GWI) in 111 Gulf War veterans (42 with GWI and 69 controls). GWI was diagnosed in 47.1% of vaccinated veterans but only in 17.2% of non-vaccinated veterans (Pearson χ2 = 7.08, p = 0.008; odds ratio = 3.947; relative risk = 2.617), with 1.6x higher GWI symptom severity in vaccinated veterans (p = 0.007, F-test in analysis of covariance). Next, we tested the hypothesis that the susceptibility to GWI following anthrax vaccination could be due to inability to make antibodies against the anthrax protective antigen (PA), the key protein contained in the vaccine. Since the first step in initiating antibody production would be the binding of PA peptide fragments (typically 15-amino acid long [15-mer]) to peptide-binding motifs of human leukocyte antigen (HLA) Class II molecules, we assessed the binding-motif affinities of such HLA specific molecules to all linear 15-mer peptide fragments of the anthrax PA. We identified a total of 58 HLA Class II alleles carried by the veterans in our sample and found that, of those, 18 (31%) were present in the vaccinated group that did not develop GWI but were absent from the vaccinated group who developed GWI. Remarkably, in silico analyses revealed very high binding affinities of peptide-binding motifs of those 18 HLA alleles with fragments of anthrax vaccine PA, leading to the successful production of anti-PA antibodies. Conversely, the absence of these protective HLA alleles points to a reduced ability to develop antibodies against PA, thus resulting in harmful PA persistence and development of GWI.