Strict glycaemic management is the cornerstone of metabolic control in gestational diabetes mellitus (GDM). Current monitoring standards involve self-monitoring plasma glucose (SMBG) and haemoglobin A1c (HbA1c). However, both have important limitations. SMBG only reflects instantaneous blood glucose and the inconvenience of self-collecting blood frequently results in poor compliance. HbA1c provides information on blood glucose levels from the previous 2 to 3 months and it is influenced by iron-deficient states, common during pregnancy. There is an urgent need for new shorter-term glycaemic markers, as glycated albumin, fructosamine or 1,5-anhydroglucitol. Glycated albumin seems especially interesting as it provides information on blood glucose levels over the foregoing 2-3 weeks and it is not influenced by iron deficiency or the dilutional anaemia of pregnancy. Fructosamine has a precise and inexpensive measurement and it is not affected by haemoglobin characteristics. This review further discusses the potential value of these non-traditional indicators of glycaemic control in patients with GDM, outlining their possible future applications.