Background: One of the most common metabolic complications of pregnancy are carbohydrate metabolism disorders resulting in hyperglycemia. The aim of the study was the assessment of impact of socio-demographic variables on the levels of social support and self-efficacy and an investigation of whether there is and how the relationship between social support and self-efficacy is shaped in pregnant women with gestational diabetes. In this study 339 pregnant women with diabetes during pregnancy and 337 healthy pregnant women took part. Methods: The Berlin Social Support Scales (BSSS), the Generalized Self-Efficacy Scale (GSES) and a standardized interview questionnaire were used. Results: The respondents rated Perceived Instrumental Support higher (M = 3.52) than Perceived Emotional Support (M = 3.39). In contrast, Actually Received Support (M = 3.53) was rated higher compared to Support Seeking (M = 2.99) and Need for Support (M = 2.95). The mean generalized self-efficacy score was M = 31.58 in women with diabetes during pregnancy and M = 31.85 in healthy pregnant women. Conclusions: The research results obtained prove the existence of a relationship between GSES and BSSS scores. In pregnant women with diabetes and healthy pregnant women, GSES increases with an increase in perceived support. Additionally, among pregnant women with diabetes, the level of GSES increases with an increase in actually received support. However, in the case of healthy pregnant women, a lower level of need for support is associated with higher level of generalized self-efficacy.