Background: Nowadays, pregnant women require more individualized attention in their assistance process during pregnancy. One of the aspects that requires the most focus is the suitability of carrying out physical activity. The objective of this meta-review is to find out the effects of physical activity during pregnancy on the incidence of GDM compared to women who do not perform physical activity. Methods: A search was conducted in Cochrane, CSIC, Ebscohost, Proquest, Pubmed, Scielo, and Scopus. The search focused on systematic reviews and meta-analyses published in the last five years. The AMSTAR-2 scale was used as a quality assessment tool for the final sample. Results: A total of 18 systematic reviews and meta-analyses were included. Sixteen of them found out that physical activity during pregnancy has preventive effects for GDM compared with women who lacked physical activity. Among the studies, we found a reduction in the risk of GDM of between 24% and 38% and odds ratios ranging between 0.39 and 0.83 calculated for a 95% CI. Only two studies did not find statistically significant effects. Other variables such as type and duration of physical activity, overweight and obesity, gestational age, etc., were also considered. Conclusions: Physical activity prevents the incidence of GDM. The main characteristics that enhance this preventive effect are starting at the initial stages of pregnancy and maintaining during the whole pregnancy as well as combining strength and aerobic exercise at a low to moderate intensity.