Background: This study aimed to compare the corneal nerve structural abnormalities detected using in vivo confocal microscopy (IVCM) in patients with neuropathic corneal pain (NCP) secondary to primary meibomian gland dysfunction (MGD) or autoimmune dry eye (AIDE). Methods: A two-stage retrospective nested case–control study was conducted. First, data from patients with either MGD or AIDE were assessed, selecting only cases with no corneal pain (VAS = 0) or severe pain (VAS ≥ 8). Ocular signs and symptoms of the 238 selected patients were compared between painful and painless cases. Next, painful patients with no corneal damage (Oxford score ≤ 1) were selected within each study group, defining the cases with NCP (i.e., “pain without stain”). IVCM images from all groups were compared with prospectively-recruited healthy controls, focusing on dendritiform cell density and nerve abnormalities (density, tortuosity, microneuromas). Results: AIDE patients had more ocular signs/symptoms than MGD patients. Compared with healthy controls, AIDE-related NCP patients showed increased nerve tortuosity and number of neuromas, whereas MGD-related NCP patients had reduced nerve density and increased number, perimeter, and area of microneuromas. Microneuromas were also observed in healthy controls. Furthermore, a higher number of microneuromas was found in MGD-related NCP compared to AIDE-related NCP or painless MGD. Conclusions: MGD-related NCP was associated with significantly more corneal nerve abnormalities than AIDE-related NCP or healthy controls. Although IVCM can be useful to detect NCP-related corneal nerve changes in such patients, the diagnosis of dry eye disease-related NCP will require an association of several IVCM-based criteria without relying solely on the presence of microneuromas.