Previous studies have shown an association between Type 2 diabetes and lower socioeconomic status. This link is less clear in those with gestational diabetes mellitus (GDM). We test for a socioeconomic gradient in the prevalence of GDM by analysing data on 9,842 pregnant women who were offered testing for GDM in the Atlantic Diabetes in Pregnancy universal screening programme. A bivariate probit model relating GDM prevalence to socioeconomic status was estimated, controlling for variation in screening uptake rates across socioeconomic groups. The estimated increased prevalence of GDM is 8.6% [95% CI 2.7%-12.0%] for women in the lowest socioeconomic group when compared to the highest, suggesting a strong socioeconomic gradient in the prevalence of GDM. This gradient is found to be driven by differences in personal, clinical and lifestyle factors across socioeconomic groups.