Abstract Context Chronic low-grade inflammation may play a crucial role in the pathogenesis of gestational diabetes mellitus (GDM). However, prospective studies on the relations of inflammatory blood cell parameters during pregnancy with GDM are lacking. Objective To prospectively investigate the associations of inflammatory blood cell parameters in both early and middle pregnancy and their change patterns from early to middle pregnancy with GDM risk. Methods We used data from the Tongji-Shuangliu Birth Cohort. Inflammatory blood cell parameters (white blood cells, neutrophils, lymphocytes, monocytes, neutrophil to lymphocyte ratio [NLR], and platelets) were assayed before 15 weeks and 16–28 gestational age. Logistic regression was used to evaluate the associations between inflammatory blood cell parameters and GDM. Results Of the 6354 pregnant women, 445 were diagnosed with GDM. After adjustment for potential confounders, white blood cells, neutrophils, lymphocytes, monocytes, and NLR in early pregnancy were positively associated with GDM risk (odds ratios [OR] [95% CI] for extreme-quartile comparison were 2.38 [1.76-3.20], 2.47 [1.82-3.36], 1.40 [1.06-1.85], 1.69 [1.27-2.24], and 1.51 [1.12-2.02], respectively, all P for trend ≤.010). Higher level of white blood cells, neutrophils, monocytes, and NLR in middle pregnancy were associated with an increased risk of GDM (all P for trend ≤.014). Stable high levels (≥median in both early and middle pregnancy) of white blood cells, neutrophils, monocytes, and NLR were positively associated with GDM risk (all P ≤.001). Conclusion Elevated white blood cells, neutrophils, monocytes, and NLR in both early and middle pregnancy and their stable high levels from early to middle pregnancy were associated with a higher GDM risk, highlighting that they might be clinically relevant for identifying individuals at high risk for GDM.