Gestational diabetes mellitus (GDM) is associated with increased rates of fetal morbidity and mortality, both during the pregnancy and in the postnatal life. Current treatment of GDM includes diet with or without medications, but this management is expensive and poorly cost-effective for the health care systems. Strategies to prevent such condition would be preferable with respect to its treatment. The aim of this literature review was to evaluate studies reporting the efficacy of the most used approaches to prevent GDM as well as evidences of efficacy and safety of dietary supplementations. Systematic literature searches were performed in electronic databases, covering the period January 1983 to April 2014. Randomized controlled clinical trials were included. Quality of the articles was evaluated with the Jadad scale. We did not evaluate those articles that were already entered in the most recent systematic reviews, and we completed the research with the trials published thereafter. Of 55 articles identified, 15 randomized controlled trials were eligible. Quality and heterogeneity of the studies cannot allow firm conclusions. Anyway, trials in which only intake or expenditure has been targeted mostly reported negative results. On the contrary, combined lifestyle programs including diet control (orienting food intake, restricting energy intake) associated with moderate but continuous physical activity exhibit better efficacy in reducing GDM prevalence. The results from dietary supplements with myoinositol or probiotics are promising. The actual evidences provide enough arguments for implementing large-scale, high-quality randomized controlled trials looking at the possible benefits of these new approaches for preventing GDM.