Exercise plays an important role in reducing the prevalence of gestational diabetes mellitus (GDM) in women with or without risk factors. GDM risk factors include obesity, family history of diabetes, high-risk ethnicity, increased maternal age, history of GDM, delivering a macrosomic infant, excessive gestational weight gain early in pregnancy (before glucose screening), sedentary behavior, low physical activity, and vitamin D deficiency. Most GDM patients can be managed with lifestyle modifications that include medical nutrition therapy and physical activity. When adherence is high and women are fully engaged in the exercise program, GDM can be effectively managed and prevented.