Gestational diabetes mellitus (GDM) is one of the most common metabolic diseases in pregnant women. Its early diagnosis seems to have a significant impact on the developing fetus, the course of delivery, and the neonatal period. It may also affect the later stages of child development and subsequent complications in the mother. Therefore, the crux of the matter is to find a biopredictor capable of singling out women at risk of developing GDM as early as the very start of pregnancy. Apart from the well-known molecules with a proven and clear-cut role in the pathogenesis of GDM, e.g., adiponectin and leptin, a potential role of newer biomolecules is also emphasized. Less popular and less known factors with different mechanisms of action include: galectins, growth differentiation factor-15, chemerin, omentin-1, osteocalcin, resistin, visfatin, vaspin, irisin, apelin, fatty acid-binding protein 4 (FABP4), fibroblast growth factor 21, and lipocalin-2. The aim of this review is to present the potential and significance of these 13 less known biomolecules in the pathogenesis of GDM. It seems that high levels of FABP4, low levels of irisin, and high levels of under-carboxylated osteocalcin in the serum of pregnant women can be used as predictive markers in the diagnosis of GDM. Hopefully, future clinical trials will be able to determine which biomolecules have the most potential to predict GDM.