This prospective cohort study investigated the association between maternal vitamins A and E levels in early pregnancy and the risk of gestational diabetes mellitus (GDM). Higher vitamin A levels were significantly associated with increased GDM risk (OR, 1.46; 95% CI: 1.14–1.88; p = 0.0032), while vitamin E showed no significant association. Vitamin A demonstrated potential as a biomarker for GDM prediction.