The association of candidate genes and psychological symptoms of depression, anxiety, and stress among women with gestational diabetes mellitus (GDM) in Malaysia was determined in this study, followed by the determination of their odds of getting psychological symptoms, adjusted for socio-demographical background, maternal, and clinical characteristics. Single nucleotide polymorphisms (SNPs) recorded a significant association between SNP of EPHX2 (rs17466684) and depression symptoms (AOR = 7.854, 95% CI = 1.330-46.360) and stress symptoms (AOR = 7.664, 95% CI = 1.579-37.197). Associations were also observed between stress symptoms and SNP of OXTR (rs53576) and (AOR = 2.981, 95% CI = 1.058-8.402) and SNP of NRG1 (rs2919375) (AOR = 9.894, 95% CI = 1.159-84.427). The SNP of EPHX2 (rs17466684) gene polymorphism is associated with depression symptoms among Malaysian women with GDM. SNP of EPHX2 (rs17466684), OXTR (rs53576) and NRG1 (rs2919375) are also associated with stress symptoms.