Objective. This study aims to explore the serum levels of neuregulin 4 (NRG4), afamin (AFM), and serpin family B member 1 (SERPINB1) in gestational diabetes mellitus (GDM) patients and their relationship with insulin resistance. Method. Serum levels of AFM, SERPINB1, and NRG4 were measured in GDM (n = 58), and non-GDM women (n = 60) using enzyme-linked immunosorbent assay (ELISA) kits. Besides, the serum insulin and glucose levels were also measured followed by calculating the homeostatic model assessment of insulin resistance (HOMA-IR). The correlation was performed using the Pearson analysis. Results. The increased serum levels of AFM and SERPINB1 were revealed in GDM patients as compared with non-GDM women, accompanied by the lower NRG4 serum level. ROCs for AFM concentrations showed an AUC of 0.629 (95% CI: 0.527∼0.731), 0.832 (95% CI: 0.754∼0.909) for the SERPINB1 serum level, and 0.626 (95% CI: 0.524∼0.728) for the NRG4 serum level. The threshold was 108.05 mg/L, 8.75 ng/mL, and 96.25 ng/mL of AFM, SERPINB1, and NRG4. Moreover, the combined ROC of AFM, SERPINB1, and NRG4 serum levels showed higher sensitivity (72.41%) and specificity (85.00%) for the diagnosis of GDM (AUC = 0.839; 95% CI: 0.764∼0.913). In GDM patients, the Pearson analysis revealed a significant correlation between AFM and SERPINB1 (r = 0.776), AFM and NRG4 (r = −0.799), as well as SERPINB1 and NRG4 (r = −0.783). Moreover, AFM and SERPINB1 serum concentrations in GDM patients were positively related to insulin levels, fasting glucose levels, and HOMA-IR values. However, the SERPINB1 serum level was negatively correlated with serum insulin and glucose levels and HOMA-IR. Conclusion. Abnormal serum levels of NRG4, AFM, and SERPINB1, as highly sensitive diagnostic tools, are closely related to insulin resistance in GDM patients.