The psychological impact of developing gestational diabetes mellitus (GDM) has been investigated widely in both children and adults. Although these studies suggest that person who develop GDM is at risk for emotional/ psychological distress, this finding is not universal. The aim of our study was to look at the state of anxiety in the group of pregnant women with well controlled GDM class A1 patients at 36 weeks of gestation and to compare it with the healthy controls at the same gestational age in population of pregnant women in Belgrade, Serbia. The study was carried on in 48 pregnant women with GDM and 80 healthy controls. The anxiety state of the two groups was evaluated with Hamilton Anxiety Scale (HAMA). The incidence rate of anxiety in the pregnant women with GDM were 27.03% (13/48), and in the healthy pregnant women 13.75% (11/80). The incidence rate of anxiety in pregnant women with GDM was higher significantly than control group, and there were significant difference in total score and its factorial score of HAMA in the two groups. The incidence rate of anxiety in the pregnant women with GDM is higher, and anxiety is the dangerous factor of GDM. Psychological state in pregnant woman, especially in pregnant women with GDM must be noticed, and psychological counseling and psychological therapy may be carried on as early as possible.