The DAWN (Diabetes Attitudes, Wishes and Needs) study is a survey promoted by the International Diabetes Federation to recognize the perceptions and attitudes of people suffering from diabetes mellitus. In this context, we evaluated the quality of life of Italian and immigrant women with gestational diabetes mellitus (GDM). Information was gathered using a structured questionnaire for patients’ self-compilation. In a 3-month period, a 51-item questionnaire was submitted to 198 Italians and 88 immigrants (from 27 different foreign nationalities). Italian women were older and had higher education than the immigrants. 60% of the Italians and 38% of the immigrants had a family history of diabetes mellitus. In both groups, the diagnosis of GDM caused anxiety; one-third of women feared their child could contract diabetes at delivery and/or have congenital malformations. Some women had trouble in following treatment regimens: the major concern being dietary advice and blood glucose testing. Most women were satisfied (34%) or highly satisfied (60%) with the quality of care, although the degree of cooperation between diabetes specialists and gynaecologists was considered sometimes unsatisfactory. In order to optimize maternal and foetal outcomes, educational projects and improved communication between patients and the healthcare provider team are recommended.