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PURPOSE: To examine the effects of a case management program on self-efficacy, depression and anxiety in pregnant women with gestational diabetes mellitus. METHODS: Thirty-seven patients who enrolled in a diabetes outpatient clinic were randomly assigned to either an experimental group (n=19) or a control group (n=18). The experimental group received a 2-week intervention composed of a series of one face-to-face interactive interview and five telephone interviews based on the National standards for diabetes self-management education and Bandura's self-efficacy resources of performance accomplishment, vicarious experience, verbal persuasion, and emotional arousal. The effects of the intervention were assessed by completion of a 9-item self-efficacy questionnaire, a 20-item depression questionnaire and a 20-item anxiety questionnaire prior to, and after the intervention. The statistical significances were examined using t-test. RESULTS: The change in self-efficacy was significantly greater in the experimental group than in the control group. Depression and anxiety changes in the experimental group were significantly greater compared to those in the control group. CONCLUSION: The results of study suggest that a case management program improves self-efficacy, and decreases depression and anxiety in pregnant women with gestational diabetes mellitus.