Gestational diabetes mellitus (GDM) is a common complication of pregnancy that adversely affects maternal and offspring health. Maternal obesity, oxidative stress, and inflammation have been implicated in GDM. In non-pregnant adults, intakes of dietary bioactive compounds inversely associate with insulin resistance and inflammation. However, associations of dietary bioactive compounds with biomarkers of adiposity, antioxidant vitamin and mineral status, oxidative stress, and inflammation in GDM have not been fully elucidated. We addressed this gap by conducting a semi-quantitative review of observational studies and randomized controlled trials published between 2010 and 2020 and retrieved from Google Scholar, Medline, and PubMed. Our analysis revealed that women with GDM are more likely to consume a pro-inflammatory diet before pregnancy and tend to consume fewer antioxidant vitamins and minerals during pregnancy than healthy pregnant women. Women with GDM also have lower blood levels of vitamins A, C, and D and certain adipokines. Several dietary bioactive compounds were noted to improve antioxidant status and biomarkers of inflammation. The Dietary Approaches to Stop Hypertension (DASH) diet and soybean oligosaccharides increased antioxidant enzyme levels. Supplementing n-3 fatty acids, probiotics, synbiotics, and trace elements increased antioxidant enzymes and reduced hs-CRP and MDA. Improvements in inflammation by vitamin D may be contingent upon co-supplementation with other dietary bioactive compounds.