Non-coding RNAs (ncRNAs) are a class of RNA molecules that do not have the potential to encode proteins. Meanwhile, they can occupy a significant portion of the human genome and participate in gene expression regulation through various mechanisms. Gestational diabetes mellitus (GDM) is a pathologic condition of carbohydrate intolerance that begins or is first detected during pregnancy, making it one of the most common pregnancy complications. Although the exact pathogenesis of GDM remains unclear, several recent studies have shown that ncRNAs play a crucial regulatory role in GDM. Herein, we present a comprehensive review on the multiple mechanisms of ncRNAs in GDM along with their potential role as biomarkers. In addition, we investigate the contribution of deep learning-based models in discovering disease-specific ncRNA biomarkers and elucidate the underlying mechanisms of ncRNA. This might assist community-wide efforts to obtain insights into the regulatory mechanisms of ncRNAs in disease and guide a novel approach for early diagnosis and treatment of disease.