The metabolism of arsenic (As) plays a crucial role in its health effects. However, the impact of arsenic methylation during early pregnancy on gestational diabetes mellitus (GDM) remains unclear. This study aimed to investigate the associations between As methylation in the first and second trimesters and the incidence of GDM by conducting a prospective cohort study in Chongqing, China. Urine samples from first (n = 131) and second (n = 53) trimester pregnant women were analyzed for arsenite (AsIII), arsenate (AsV), monomethylarsonic acid (MMA), and dimethylarsinic acid (DMA) concentrations. Logistic regressions assessed associations between the concentrations of As species, methylation indices, and GDM risk. As species concentrations showed no significant differences between GDM and non-GDM groups. Higher MMA% (OR = 1.11; 95% CI = 1.02, 1.22) and lower secondary methylation index (SMI) (OR = 0.81; 95% CI = 0.71, 0.93) correlated with GDM risk, primarily in the first trimester. MMA% decreased and DMA% and SMI increased from the first to the second trimester. Results of stratified analyses revealed these associations in women under 28 or with normal BMIs (18-24 kg/m2). The study underscores inefficient arsenic methylation as a GDM risk, modified by age and BMI, with the first trimester as a critical period.