Background Gestational diabetes mellitus (GDM) is a type of diabetes mellitus known as any stage of glucose intolerance with onset or first recognition during pregnancy. Awareness of GDM is the first step toward its screening in pregnancy. This study was designed to assess knowledge of GDM, its screening, and risk factors among Saudi women attending primary healthcare center in Almadinah Almunawarah, Kingdom of Saudi Arabia. Methods This was an observational cross-sectional study conducted on Saudi women who attended the primary healthcare centers in Almadinah Almunawarah during the study period from January 2021 to June 2021. The sampling technique used was the stratification of primary healthcare centers in Madinah. According to the Epi-Info, version 3.5.1, the minimum sample size was 292. Data collection was done using a valid, Arabic self-administered questionnaire, which was composed of two main parts: general sociodemographic data and a questionnaire to assess GDM knowledge and awareness (12 questions). Data was recorded and analyzed using SPSS version 26. Results In this study, 333 women were enrolled with an age range between 18 and 60 years, with a mean of 34.31±9.21 years. Overall, more than half of the women (53.45%) had a poor level of knowledge related to GDM, whereas only 7.80% had a good level of knowledge. Results of multivariate logistic regression analysis revealed that women living in rural areas were at almost four-fold higher risk of having a poor level of knowledge (adjusted odds ratio (aOR): 3.97; 95% confidence interval (CI): 1.44-41.98, p=0.0031). With a one-year increase in women's age, the risk of poor knowledge increased by 4% (aOR: 1.38; 95% CI: 1.08-1.48, p=0.001). In comparison to illiterate women, university-graduated and postgraduate women had a significantly lower risk of poor knowledge (aOR: 0.03; 95% CI: 0.01-0.31, p=0.001 and aOR: 0.19; 95% CI: 0.06-0.66, p = 0.011, respectively). Conclusion The GDM knowledge of Saudi adult women was poor, particularly regarding risk factors, diagnosis, and treatment with insulin. However, their knowledge regarding treatment by lifestyle and diet modifications was quite acceptable.