Research in extracellular vesicles (EVs) has contributed to a better understanding of physiological and pathophysiological conditions. Biologically active cargo, such as miRNAs and proteins, is critical in many different biological processes. In this context, pregnancy is one of the most complex physiological states, which needs a highly regulated system to ensure the correct nourishment and development of the baby. However, pre-existent maternal conditions and habits can modify the EV-cargo and dysregulate the system leading to pregnancy complications, with gestational diabetes mellitus (GDM) being one of the most reported and influential. Calcification and aging of muscle cells, protein modification in vascular control or variations in the levels of specific miRNAs are some of the changes observed or led by EV populations as adaptation to GDM. Interestingly, insulin sensitivity and glucose tolerance changes are not fully understood to date. Nevertheless, the increasing evidence generated has opened new possibilities in the biomarker discovery field but also in the understanding of cellular mechanisms modified and involved in GDM. This brief review aims to discuss some of the findings in GDM and models used for that purpose and their potential roles in the metabolic alterations during pregnancy, with a focus on insulin sensitivity and glucose tolerance.