This prospective cohort study investigated the association between dietary total antioxidant capacity (DTAC) during early pregnancy and the risk of gestational diabetes mellitus (GDM). 1856 pregnant women were included. Prepregnancy dietary intake was assessed using a validated food frequency questionnaire (FFQ) to calculate DTAC. 369 (14.6%) developed GDM. Adjusted analysis showed a 34% decrease in GDM risk for each DTAC score increase (*p* = 0.023). Women in the highest DTAC quartile had a significantly lower GDM risk than those in the lowest quartile (adjusted RR: 0.29, *p* = 0.005). DTAC in early pregnancy is significantly associated with a lower GDM risk, warranting further validation in larger studies.