Gestational diabetes mellitus (GDM), a common pregnancy complication, continues to be a significant public health and clinical problem. It carries significant short-term and long-term adverse health outcomes for both mother and offspring, which reinforces the significance of understanding risk factors, in particular modifiable factors, for GDM and of preventing the condition. Research in the past decade from observational studies has identified a few diet and lifestyle factors that are associated with GDM risk and demonstrated that time frames both before and during pregnancy may be relevant to the development of GDM. Findings from intervention studies on the effect of diet and lifestyle on the prevention of GDM have been largely controversial and inconsistent. Variations in study population, types of intervention, timing and duration of intervention and diagnostic criteria for GDM may all at least partly account for the large heterogeneity in the findings from these intervention studies. This review provides an overview of emerging diet, lifestyle, and other factors that may help to prevent GDM, and the challenges associated with prevention. It also discusses major methodological concerns about the available epidemiological studies on GDM risk factors. Findings from both observational and intervention studies are discussed.