Physiological changes of pregnancy include insulin resistance and activation of the innate immunity with an inflammatory response. The working hypothesis is that the sub-clinical inflammation associated with excessive adiposity may favor the development of gestational diabetes (GDM) and Type 2 diabetes and other metabolic abnormalities related to cardiovascular disease later in life. In this paper we review the complex interrelationship among inflammatory markers, metabolic syndrome, and endothelium dysfunction in women with GDM and discuss if women with previous GDM (pGDM) could be considered at risk for cardiovascular diseases. MEDLINE was searched for articles relating GDM and the adipokines (tumor necrosis factor-alpha and adiponectin) as well as the acute-phase inflammatory biomarker C-reactive protein that contribute to the development of diabetic pregnancy and vascular complications. However, to date, in pGDM women no prospective study is available, to corroborate the hypothesis that inflammatory pattern could be taken as predictor of cardiovascular disease later in life. Therefore, our paper should provide arguments to perform follow-up programs to prevent cardiovascular events in women with pGDM. Control of body weight, regular physical exercise are indeed powerful intervention tools able at improving insulin sensitivity and reduce sub-clinical inflammation, both involved in the pathogenesis of cardiovascular disease.