There is evidence about a possible relationship between thyroid abnormalities and gestational diabetes mellitus (GDM). However, there is still no conclusive data on this dependence, since no strong correlation has been proved. In this work, we used machine learning to determine whether there is a correlation between maternal thyroid profile in first and second trimester of pregnancy and GDM. Using principal component analysis, it was possible to find an evident correlation between both, which could be used as a complement for a more sensitive GDM diagnosis.