Abstract Background Gestational diabetes mellitus (GDM) and type 2 diabetes mellitus (T2DM) share many pathophysiological factors including genetics, but whether epigenetic marks are shared is unknown. We aimed to test whether a DNA methylation risk score (MRS) for T2DM was associated with GDM across ancestry and GDM criteria. Methods In two independent pregnancy cohorts, EPIPREG (n = 480) and EPIDG (n = 32), DNA methylation in peripheral blood leukocytes was measured at a gestational age of 28 ± 2. We constructed an MRS in EPIPREG and EPIDG based on CpG hits from a published epigenome-wide association study (EWAS) of T2DM. Results With mixed models logistic regression of EPIPREG and EPIDG, MRS for T2DM was associated with GDM: odd ratio (OR)[95% CI]: 1.3 [1.1–1.8], P = 0.002 for the unadjusted model, and 1.4 [1.1–1.7], P = 0.00014 for a model adjusted by age, pre-pregnant BMI, family history of diabetes and smoking status. Also, we found 6 CpGs through a meta-analysis (cg14020176, cg22650271, cg14870271, cg27243685, cg06378491, cg25130381) associated with GDM, and some of their methylation quantitative loci (mQTLs) were related to T2DM and GDM. Conclusion For the first time, we show that DNA methylation marks for T2DM are also associated with GDM, suggesting shared epigenetic mechanisms between GDM and T2DM.