Objectives: The purpose of this study is to determine the fatigue, self-esteem, and depression of pregnant women with gestational diabetes mellitus (G-DM), and to reveal associated factors of depression. Methods: As a descriptive correlation study, data was collected from 119 pregnant women with G-DM. Data was analysed using t-test, ANOVA, and stepwise multiple regression. Results: Fatigue, self-esteem, and depression averaged 2.09±.62 (range of scale 1∼4), 2.63±.32 (range of scale 1∼6), and 0.45±.25 (range of scale 0∼3), respectively. The depression varied with a statistical significance according to the age (p=.008), employment (p=.014), child (p=.034), and physical and psychological adjustment of pregnancy (pqqqlt;.001). We also identified fatigue as the most influencing factor and the physical and psychological adjustment of pregnancy as the second most influencing factor, self-esteem as the third, age as the fourth, and child as the influencing factor on the G-DM women’s depression. Conclusions: This research provided a valuable opportunity to recognize G-DM as a personal, and societal problem, which calls for relational support as well as personal support. The healthcare providers need to recognize the emotional aspects of the women with G-DM, and make various efforts to promote the physical and psychological health of the G-DM patients.