AbstractAims:  The aim of this study was to evaluate the predictive value of sex‐hormone‐binding globulin (SHBG) for the diagnosis of gestational diabetes mellitus (GDM), and to clarify the association between SHBG levels and GDM complications/medication requirements.Material and Methods:  Among the participants (n = 93) who provided blood samples between 13 and 16 weeks' gestation, 30 cases subsequently developed GDM. Complications and medical interventions were noted. The best cut‐off point of SHBG and diagnostic performance were calculated.Results:  The mean age was 28.45 ± 5.0 years. SHBG levels were lower in the GDM group (n = 30) when compared with non‐GDM (n = 63) cases (<0.01). Among the GDM women, SHBG was lower in the insulin therapy group (n = 15) compared with medical nutritional therapy alone (n = 15) (P < 0.01). A good predictive accuracy of SHBG was found for GDM requiring insulin therapy (area under the curve: 0.866, 95% confidence interval: 0.773–0.959). An SHBG threshold for 97.47 nmol/L had a sensitivity of 80.0%, specificity 84.6%, positive predictive value 50.0% and negative predictive value 95.7%. The calculated odds ratio for SHBG < 97.47 nmol/L was 12.346 (95% confidence interval: 1.786–83.33).Conclusions:  SHBG is valuable for screening women early in pregnancy for GDM risk; however, a standard assay for analyses and a threshold level of serum SHBG for a constant gestational week has to be determined.