Aims Several socio-cultural and biomedical risk factors for gestational diabetes mellitus (GDM) are modifiable. However, few studies globally have examined socio-cultural associations. To eliminate confounding of increased risk of diabetes in subsequent pregnancies, elucidating socio-cultural associations requires examination only of first pregnancies. Methods Data for all women who delivered their first child in Victoria, Australia between 1999 and 2008 were extracted from the Victorian Perinatal Data Collection. Crude and adjusted GDM rates were calculated. Multivariate logistic regression was used to examine odds of GDM within and between socio-cultural groups. Results From 1999 to 2008, 269,682 women delivered their first child in Victoria. GDM complicated 11,763 (4.4%) pregnancies and burden increased with maternal age, from 2.1% among women aged below 25 years at delivery to 7.0%among those aged 35 years or more. Among younger women, GDM rates were relatively stable across socioeconomic levels. Amongst older women GDM rates were highest in those living in most deprived areas, with a strong social gradient. Asian-born mothers had highest GDM rates. All migrant groups except women born in North-West Europe had higher odds of GDM than Australian-born non-Indigenous women. In all ethnic groups, these differences were not pronounced among younger mothers, but became increasingly apparent amongst older women. Conclusions Socio-cultural disparities in GDM burden differ by maternal age at first delivery. Socio-cultural gradients were not evident among younger women. Health and social programs should seek to reduce the risk amongst all older women to that of the least deprived older mothers.