Gestational diabetes mellitus (GDM) is the most common medical complication of pregnancy. Women with GDM are at elevated for numerous maternal health complications, and their infants are at elevated risk for death and morbidity. Management of GDM has traditionally been through diet and close monitoring of glucose levels, with initiation of insulin therapy when diet alone fails to maintain euglycemia. Recently, however, it has been suggested that alternative treatment modalities, such as exercise, may overcome a peripheral resistance to insulin, thus preventing GDM or controlling hyperglycemia in women with GDM. In this study, conducted from October 1995 to July 1996, the authors used a population-based birth registry to determine whether exercise has a preventive role in the development of GDM in women living in central New York State. They used contingency tables and chi-square statistics to examine bivariate differences among maternal and demographic variables and the occurrence of GDM. When stratified by prepregnancy body mass index category, exercise was associated with reduced rates of GDM only among women with a body mass index greater than 33 (odds ratio = 1.9, 95% confidence interval 1.2-3.1). The effect of exercise in obese women was further complicated by insurance status. When the data were stratified by insurance status, it appeared that women of higher socioeconomic status who were obese and did not exercise were at a significantly elevated risk of GDM compared with their counterparts of lower socioeconomic status. The results of this study suggest that for some women exercise may play a role in reducing the risk that they will develop GDM during pregnancy.