Gestational diabetes mellitus (GDM) is a very common condition among pregnant women worldwide with important metabolic implications on the mother and the offspring. Vitamin D status has been suggested to potentially play a role in GDM risk with no documented consequences for the offspring. The purpose of this article was to review currently available evidence on the relationship between vitamin D and GDM. Current evidence shows an association between vitamin D blood levels and risk of GDM, despite heterogeneity of results across studies limit the conclusions. Moreover, data from randomized controlled trials is scarce and resulting in null findings. Among the limitations to be noted, improving the standardization of dosages, the characteristics of individuals in the sample, and the appropriate outcome measurement could provide a more effective approach in understanding the relationship between vitamin D and GDM. In conclusions, despite observational studies may suggest that adequate vitamin D levels may decrease the risk of GDM compared to deficiency status, evidence from clinical trials is inadequate to draft any definitive conclusion regarding its supplementation. Future better designed randomized clinical trials taking into account a more integrated approach could provide clearer and definitive data on the outcomes of such a multifactorial condition.