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Introduction Gestational diabetes mellitus (GDM) is often associated with adverse pregnancy outcomes. However, the association of risk factors with GDM diagnosis, maternal and neonatal health outcomes is less established when compared with women without GDM. We aim to examine the diagnostic accuracy of the conventional and novel risk factors for a GDM diagnosis and their impact on maternal and neonatal health outcomes.Methods and analysis This retrospective cohort and nested case–control study at six public health clinics is based on medical records and questionnaire survey of women between 2 and 12 months postpartum. The estimated required sample size is 876 complete records (292 cases, 584 control, at a ratio of 1:2). Oral glucose tolerance test results will be used to identify glucose dysregulation, and maternal and neonatal outcomes include maternal weight gain, pre-eclampsia, polyhydramnios, mode of delivery, preterm or postdate birth, complications in labour, birth weight, gestational age at birth, Apgar score, congenital anomaly, congenital hypothyroidism, neonatal death or stillbirth, hypoglycaemia and hyperbilirubinaemia. Psychosocial measures include the WHO Quality of Life: brief, mother–infant bonding (14-item Postpartum Bonding Questionnaire and 19-item Maternal Postnatal Attachment Scale), anxiety (7-item Generalised Anxiety Disorder), depression (9-item Patient Health Questionnaire) and stress (Perceived Stress Scale symptoms) questionnaires. The comparative incidences of maternal and neonatal health outcomes, the comparative prevalence of the psychosocial outcomes between women with GDM and without GDM, specificity, sensitivity, positive and negative predictive values of the risk factors, separately and combined, will be reported. All GDM risk factors and outcomes will be modelled using multivariable regression analysis and the receiver operating characteristics curve will be reported.Ethics and dissemination This study was approved by the Malaysia Research and Ethics Committee, Ministry of Health Malaysia. Informed consent will be obtained from all participants. Findings will be submitted for publications in scientific journals.