Maternal obesity and gestational diabetes mellitus (GDM) are increasing worldwide, representing risk factors for both mother and child short/long-term outcomes. Oxidative stress, lipotoxicity and altered autophagy have already been reported in obesity, but few studies have focused on obese pregnant women with GDM. Antioxidant and macro/chaperone-mediated autophagy (CMA)-related gene expressions were evaluated herein in obese and GDM placentas. A total of 47 women with singleton pregnancies delivered by elective cesarean section were enrolled: 16 normal weight (NW), 18 obese with no comorbidities (OB GDM(–)), 13 obese with GDM (OB GDM(+)). Placental gene expression was assessed by real-time PCR. Antioxidant gene expression (CAT, GPX1, GSS) decreased, the pro-autophagic ULK1 gene increased and the chaperone-mediated autophagy regulator PHLPP1 decreased in OB GDM(–) vs. NW. On the other hand, PHLPP1 expression increased in OB GDM(+) vs. OB GDM(–). When analyzing results in relation to fetal sex, we found sexual dimorphism for both antioxidant and CMA-related gene expressions. These preliminary results can pave the way for further analyses aimed at elucidating the placental autophagy role in metabolic pregnancy disorders and its potential targetability for the treatment of diabetes outcomes.