Gestational diabetes mellitus (GDM) is a disorder which manifests itself for the first time during pregnancy and is mainly connected with glucose metabolism. It is also known that fatty acid profile changes in erythrocyte membranes and plasma could be associated with obesity and insulin resistance. These factors can lead to the development of diabetes. In the reported study, we applied the untargeted analysis of plasma in GDM against standard glucose-tolerant (NGT) women to identify the differences in metabolomic profiles between those groups. We found higher levels of 2-hydroxybutyric and 3-hydroxybutyric acids. Both secondary metabolites are associated with impaired glucose metabolism. However, they are products of different metabolic pathways. Additionally, we applied lipidomic profiling using gas chromatography to examine the fatty acid composition of cholesteryl esters in the plasma of GDM patients. Among the 14 measured fatty acids characterizing the representative plasma lipidomic cluster, myristic, oleic, arachidonic, and α-linoleic acids revealed statistically significant changes. Concentrations of both myristic acid, one of the saturated fatty acids (SFAs), and oleic acid, which belong to monounsaturated fatty acids (MUFAs), tend to decrease in GDM patients. In the case of polyunsaturated fatty acids (PUFAs), some of them tend to increase (e.g., arachidonic), and some of them tend to decrease (e.g., α-linolenic). Based on our results, we postulate the importance of hydroxybutyric acid derivatives, cholesteryl ester composition, and the oleic acid diminution in the pathophysiology of GDM. There are some evidence suggests that the oleic acid can have the protective role in diabetes onset. However, metabolic alterations that lead to the onset of GDM are complex; therefore, further studies are needed to confirm our observations.