Objectives: The objectives of this review are to explore the effects of various nutrition and exercise lifestyle interventions on pregnancy outcomes in individuals with, or at risk of, gestational diabetes mellitus (GDM), as well as to examine whether interventions that are culturally and/or religiously sensitive influence clinical and behavioural outcomes. Methods: This study was conducted as a narrative review. PRISMA was used solely as a reporting guide to enhance transparency in the search and study selection process. PubMed/MEDLINE, CINAHL, and Scopus were searched for studies published up to November 2025. Intervention-based studies evaluating nutrition, physical activity, or combined lifestyle interventions targeting either GDM incidence, insulin use, or glycemic outcomes were included. Forty-three studies met eligibility criteria. Study designs consisted primarily of randomized controlled trials (RCTs) with one case–control and one quasi-experimental design trial. Results: Combined lifestyle interventions generally showed the most consistent improvements in glycemic control; however, findings were not uniform across all studies, and reporting on insulin outcomes was limited. The Mediterranean, low-glycemic index (LGI) and DASH diets, along with supervised, prenatal exercise programs with low–moderate intensity, delivered at least three times per week, were effective in managing GDM. Regarding culturally or religiously sensitive interventions, only one study was identified. Conclusions: Lifestyle interventions may improve glycemic outcomes in GDM; however, further high-quality research is needed, particularly studies incorporating culturally and religiously sensitive approaches and improved reporting of insulin-related outcomes.