Gestational diabetes mellitus (GDM) is a form of diabetes first diagnosed during pregnancy, usually between 24 and 28 weeks. Currently, management for women with GDM consists of medical nutrition therapy with adjunctive exercise for at least 30 minutes/day. Patients who fail to maintain glycemic goals through diet and exercise therapy are given insulin injections. Several epidemiological studies have suggested a robust link between physical activity and reduced risk of GDM; however, researchers have been unable to suggest a cost-effective, easily accessible, evidence-based program with guidelines for frequency, intensity, duration, and type of activity to prevent the incidence of GDM in sedentary, at-risk populations. True effectiveness of specific structured exercise programs remains untapped in GDM prevention and treatment, and many well-controlled exercise studies are warranted.