Background::Gestational weight gain (GWG) is associated with the risk of gestational diabetes mellitus (GDM). However, the effect of weight gain in different trimesters on the risk of GDM is unclear. This study aimed to evaluate the effect of GWG on GDM during different trimesters.Methods::A birth cohort study was conducted from 2017 to 2020 in Shenzhen, China. In total, 51,205 participants were included comprising two models (early pregnancy model and middle pregnancy model). Gestational weight (kg) was measured at each prenatal clinical visit using a standardized weight scale. Logistic regression analysis was used to assess the risk of GDM. Interaction analysis and mediation effect analysis were performed in the middle pregnancy model.Results::In the early pregnancy model, the risk of GDM was 0.858 times lower (95% confidence interval [CI]: 0.786, 0.937) with insufficient GWG (iGWG) and 1.201 times higher (95% CI: 1.097, 1.316) with excessive GWG after adjustment. In the middle pregnancy model, the risk of GDM associated with iGWG increased 1.595 times (95% CI: 1.418, 1.794) after adjustment; for excessive GWG, no significant difference was found ( P = 0.223). Interaction analysis showed no interaction between GWG in early pregnancy (GWG-E) and GWG in middle pregnancy (GWG-M) ( F = 1.268; P = 0.280). The mediation effect analysis indicated that GWG-M plays a partial mediating role, with an effect proportion of 14.9%. Conclusions::eGWG-E and iGWG-M are associated with an increased risk of GDM. Strict control of weight gain in early pregnancy is needed, and sufficient nutrition should be provided in middle pregnancy.