Gestational diabetes mellitus is a progressive and complex pregnancy complication, which threatens both maternal and fetal health. It is urgent to screen for specific biomarkers for early diagnosis and precise treatment, as well as to identify key moleculars to better understand the pathogenic mechanisms. In the present review, we comprehensively summarized recent studies of gestational diabetes using mass spectrometry-based proteomic technologies. Focused on the entire experimental design and proteomic results, we showed that these studies have covered a broad range of research contents in terms of sampling time, sample types, and outcome associations. Although most of the studies only stayed in the stage of initial discovery, several proteins were further verified to be efficient for disease diagnosis. Functional analysis of all the combined significant proteins also showed that a small number of proteins are known to be involved in the regulation of insulin or indirect signaling pathways. However, many factors such as diagnostic criteria, sample processing, proteomic method, and statistical method can greatly affect the identification of reproducible and reliable protein candidates. Thus, we further provided constructive suggestions and recommendations for carrying out proteomic or follow-up studies of gestational diabetes or other pregnancy complications in the future.