Gestational diabetes mellitus (GDM) has been associated with impaired maternal immune response. Our aim was to review the available literature linking immune cells profile to GDM, in order to comprehend the role that different subpopulations play in the development of this pathology. We searched in PubMed for studies published in the last decade on circulating levels and placenta expression of immune cells on GDM. We identified 18 studies with several differences regarding the study design, clinical characteristics, number of participants, cell subpopulation and type of sample. Most studies assessed only one subpopulation either in peripheral blood or placenta and did not analyse functional properties of the cells. The most frequently evaluated immune cells were T lymphocytes, especially regulatory T (Tregs), and natural killer (NK) cells in the peripheral blood, and placental macrophages. No studies analysing B cells were identified, and only one study each evaluating γδT cells, dendritic cell (DC) and monocytes was found. Although there are controversies, at least one study reported positive association between GDM and CD4+(activated), Tregs, Th17 and γδT cells; neutrophil/lymphocyte; NK cell (cytotoxic); macrophages; and monocytes. The number of studies is still small, so caution should be exercised in interpreting the data, and further research is required to validate these findings and establish the role of adaptive and innate immune cells in GDM pathophysiology.