To investigate the status quo of cognitive appraisal of health and its influencing factors among pregnant women with gestational diabetes mellitus. Methods: A cross-sectional survey was conducted from June 2020 to November 2020. Participants were recruited from a tertiary hospital by a convenient sample method. A total of 300 pregnant women with gestational diabetes mellitus completed the survey, including self-compiled individual information questionnaire, Cognitive Appraisal of Health Scale, Pregnancy Stress Rating Scale and General Self-Efficacy Scale. Results: For cognitive appraisal of health, the median score of challenge dimension was 3.75 (3.50, 4.00), benign/irrelevant was 2.75 (2.00, 3.50), harm/loss was 2.38 (2.00, 3.00) and threat was 2.40 (2.00, 2.80), respectively. Regression analyses showed that gestational age, mode of conception, history of abortion, insulin usage, pregnancy stress and self-efficacy were the predictors of cognitive appraisal of health. Conclusions: This study revealed that pregnant women with gestational diabetes mellitus tended to make positive cognitive appraisal of health. And healthcare providers need to make full use of their predictors of cognitive appraisal of health to improve cognitive appraisal to manage stress and ameliorate pregnancy outcomes.