Gestational diabetes mellitus (GDM) is one of the most common endocrine disorders during gestation, and affects around 15% of all pregnancies worldwide, paralleling the global increase in obesity and type 2 diabetes. Normal pregnancies are critically dependent on the development of maternal insulin resistance balanced by an increased capacity to secrete insulin, which allows for the allocation of nutrients for adequate fetal growth and development. Several factors including placental hormones, inflammatory mediators, and nutrients have been proposed to alter insulin sensitivity and insulin response, and underpin the pathological outcomes of GDM. However, other factors may also be involved in the regulation of maternal metabolism and a complete understanding of GDM pathophysiology requires the identification of these factors, and the mechanisms associated with them. Recent studies highlight the potential utility of tissue-specific extracellular vesicles (EVs) in the diagnosis of disease onset and treatment monitoring for several pregnancy-related complications, including GDM. To date there is a paucity of data defining changes in the release, content, bioactivity and diagnostic utility of circulating EVs in pregnancies complicated by GDM. Placental EVs may engage in paracellular interactions including local cell-to-cell communication between the cell constituents of the placenta and contiguous maternal tissues, and/or distal interactions involving the release of placental EVs into biological fluids and their transport to a remote site of action. Hence, the aim of this review is to discuss the biogenesis, isolation methods and role of EVs in the physiopathology of GDM, including changes in maternal insulin sensitivity during pregnancy.