Previous studies have found associations between individual healthy behaviors and reduced risk of gestational diabetes mellitus (GDM); however, the association of composite healthy lifestyle during pregnancy with GDM has not been examined. Participants in the Omega Study (n = 3,005), a pregnancy cohort study conducted in Washington State (1996-2008), reported information on diet, physical activity, smoking, and stress during early pregnancy. Lifestyle components were dichotomized into healthy/unhealthy and then combined into a total lifestyle score (range, 0-4). Regression models were used to determine relative risk of GDM (n = 140 cases) in relation to healthy lifestyle. Twenty percent of participants had a healthy diet, 66% were physically active, 95% were nonsmokers, and 55% had low stress. Each 1-point increase in lifestyle score was associated with a 21% lower risk of GDM (95% confidence interval: 0.65, 0.96) after adjustment for age, race, and nulliparity. Adjustment for prepregnancy body mass index, prepregnancy physical activity, and prepregnancy smoking attenuated the associations slightly. Associations were similar in normal-weight and overweight/obese women. In this study, a composite measure of healthy lifestyle during early pregnancy was associated with substantially lower GDM risk. Public health messaging and interventions promoting multiple aspects of a healthy lifestyle during early pregnancy should be considered for GDM prevention.