After adjustments for gestational weeks at sampling, pre‐pregnancy BMI, and age, women with GDM had 3.7% (95% CI 0.1%–7.3%) lower SHBG levels, 3.1% (95% CI 0.1%–6.2%) higher T levels, and 4.6% (95% CI 1.9%–7.3%) higher FAI levels than controls. This evidence concerns the gene SHBG and gestational diabetes.