Purpose. To estimate the prevalence of gestational diabetes mellitus (GDM) in a multiethnic population, assess the association between country of birth (COB) and GDM, and assess whether the association varies by body mass index (BMI). Methods. A retrospective study of 5260 pregnant women attending Sunshine Hospital, Australia, between 1st July 2012 and 30th June 2013. We fitted logistic regression models to assess the association between COB and GDM. An interaction between BMI and COB was assessed by likelihood ratio test. Results. In the 4610 included in our analysis, most common were women born in Australia or New Zealand (ANZ, 1932, 41.9%) and in Southeast Asia (922, 20%). GDM was diagnosed in 606 (13.2%) women. After adjusting for confounders, women from East Asia were most likely to develop GDM (37, 24.0%) and 5-fold more likely than women from ANZ (OR = 4.77, 95% CI: 3.12, 7.31, p < 0.001). Women from other Asian countries had a 3-fold increased risk of GDM compared to women from ANZ. There was no evidence of an interaction by BMI (p = 0.24). Conclusions. Women born in Asia have higher risk of GDM compared to women born in ANZ. These data provide support for including COB in GDM management policies.