This depends on the chicken nugget sauce, as various brands and types may contain gluten-containing ingredients. Chick-fil-A, Wendy's, and McDonald's chicken nugget sauces are gluten-free. McDonald's Sweet 'n Sour Sauce and KFC's Honey BBQ Sauce contain gluten, though. If you have celiac disease or gluten intolerance, read the chicken nugget sauce's ingredient label to see if it includes gluten. Ask the manufacturer or restaurant about gluten-free choices.