Gestational diabetes mellitus (GDM) is a growing public health problem worldwide. The condition is associated with perinatal complications and an increased risk for future metabolic disease in both mothers and their offspring. In recent years, molecular biomarkers received considerable interest as screening tools for GDM. The purpose of this review is to provide an overview of the current status of single-nucleotide polymorphisms (SNPs), DNA methylation, and microRNAs as biomarkers for GDM. PubMed, Scopus, and Web of Science were searched for articles published between January 1990 and August 2018. The search terms included “gestational diabetes mellitus”, “blood”, “single-nucleotide polymorphism (SNP)”, “DNA methylation”, and “microRNAs”, including corresponding synonyms and associated terms for each word. This review updates current knowledge of the candidacy of these molecular biomarkers for GDM with recommendations for future research avenues.