Oat β-glucan (OG) has been shown to improve intestinal microecology in gestational diabetes mellitus (GDM), but the effect on fetal intestine health is unknown. Herein, we aimed to investigate the effects of OG supplementation during gestation in GDM dams on fetal intestinal immune development. OG was supplemented one week before mating until the end of the experiment. GDM rats were made with a high-fat diet (HFD) with a minimal streptozotocin (STZ) dose. The fetal intestines were sampled at gestation day (GD) 19.5, and the intestinal morphology, chemical barrier molecules, intraepithelial immune cell makers, and levels of inflammatory cytokines were investigated. The results showed that OG supplementation alleviated the decrease of the depth of fetal intestinal villi and crypts, the number of goblet cells (GCs), protein expression of mucin-1 (Muc1) and Muc2, the mRNA levels of Gpr41, Gpr43, and T cell markers, and increased the number of paneth cells (PCs), the mRNA levels of defensin-6 (defa6), and macrophage (Mø) marker and the expression of cytokines induced by GDM. In addition, OG supplementation alleviated the function of immune cell self-proliferation, chemotaxis and assembly capabilities, protein, fat, folic acid, and zinc absorption damaged by GDM. As indicated by these findings, OG supplementation before and during pregnancy improved the fetal intestinal chemical barriers, immune cells, cytokines, and the metabolism of nutrients to protect the fetal intestinal immunity.