Epidemiological studies on associations of organophosphate ester (OPE) exposure and gestational diabetes mellitus (GDM) risk, which remain rare and inconclusive, were carried out with a case-control population comprising 287 GDM and 313 non-GDM pregnant women recruited from Tianjin. The GDM group suffered distinctly higher serum concentrations of tri-n-butyl phosphate (TNBP), tri(2-butoxyethyl) phosphate (TBOEP), triphenyl phosphate (TPHP), tri-iso-propyl phosphate (TIPP), and tri(1-chloro-2-propyl) phosphate (TCIPP) than the healthy control group (p < 0.001). Traditional analysis methods employed for either individual or mixture effects found positive correlations (p < 0.05) between the concentrations of five OPEs (i.e., TNBP, TBOEP, TPHP, TIPP, and TCIPP) and the incidence of GDM, while 2-ethylhexyl diphenyl phosphate, tri(1-chloro-2-propyl) phosphate, and bis(2-ethylhexyl) phosphate exhibited opposite effects. Three machine learning methods considering the concurrence of OPE mixture exposure and population characteristics were applied to clarify their relative importance to GDM risk, among which random forest performed the best. Several OPEs, particularly TNBP and TBOEP ranking at the top, made greater contributions than some demographical characteristics, such as prepregnancy body mass index and family history of diabetes, to the occurrence of GDM. This was further validated by another independent case-control population obtained from Hangzhou.