Objective To deeply understand the experience of psychological distress in pregnant women with Gestational Diabetes Mellitus (GDM), and to provide a reference for developing targeted intervention programs. Methods Descriptive phenomenological method was used to conduct semi-structured and in-depth interviews among 24 pregnant women with GDM. Colaizzi′s seven-step analytical method was used to analyze the interview data. Results A total of six themes were extracted:negative emotional reactions to the diagnosis of GDM, concerns about delivery and their own health, concerns about the health of their offspring, burden of disease self-management, lack of knowledge about GDM and lack of support from family members, and unmet need for specialized medical services. Conclusion Pregnant women with GDM suffer from psychological distress. It is necessary to take targeted interventions to alleviate their psychological distress and reduce adverse pregnancy outcomes.