Gestational diabetes mellitus (GDM) is a type of diabetes that usually resolves at the end of the pregnancy but exposes to a higher risk of developing type 2 diabetes mellitus (T2DM). This study aimed to unravel the factors, among those that quantify specific metabolic processes, which determine progression to T2DM by using machine-learning techniques. Classification of women who did progress to T2DM (labeled as PROG, n = 19) vs. those who did not (labeled as NON-PROG, n = 59) progress to T2DM has been performed by using Orange software through a data analysis procedure on a generated data set including anthropometric data and a total of 34 features, extracted through mathematical modeling/methods procedures. Feature selection has been performed through decision tree algorithm and then Naïve Bayes and penalized (L2) logistic regression were used to evaluate the ability of the selected features to solve the classification problem. Performance has been evaluated in terms of area under the operating receiver characteristics (AUC), classification accuracy (CA), precision, sensitivity, specificity, and F1. Feature selection provided six features, and based on them, classification was performed as follows: AUC of 0.795, 0.831, and 0.884; CA of 0.827, 0.813, and 0.840; precision of 0.830, 0.854, and 0.834; sensitivity of 0.827, 0.813, and 0.840; specificity of 0.700, 0.821, and 0.662; and F1 of 0.828, 0.824, and 0.836 for tree algorithm, Naïve Bayes, and penalized logistic regression, respectively. Fasting glucose, age, and body mass index together with features describing insulin action and secretion may predict the development of T2DM in women with a history of GDM.