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Although observational research shows that physical activity and sedentary behavior are associated with the risk of gestational diabetes mellitus (GDM), lipid, and body mass index (BMI), their causal direction and potential mediating mechanism are still unclear, which limits the development of precise prevention strategies. Based on the genetic data on the European ancestry population, the study aimed to investigate the causal relationship of GDM with physical activity and sedentary behavior using Mendelian randomization (MR), and quantify the mediating roles of BMI and lipids in it. The bidirectional dual sample MR analysis based on whole genome association research data revealed that there was a significant negative causal association between physical activity time and the risk of GDM in females (OR = 0.977, 95% CI: 0.956-0.998, P = 0.030), while leisure screen time had a positive causal association with the risk of developing GDM (OR = 1.125, 95% CI: 1.023-1.238, P = 0.015). Mediation analysis indicated that BMI was the primary causal pathway for reducing the risk of GDM through physical activity time, with a mediation ratio of 53.6%. Multivariate MR analysis showed that after adjusting for BMI, the direct effect was no longer significant, indicating that BMI played a major and almost complete mediating role. In the causal pathway of increased GDM risk in leisure screen time, BMI, high-density lipoprotein cholesterol (HDL-C), and Apolipoprotein A1 (ApoA1) effectively mediated the causal relationship between leisure screen time and GDM risk, with mediation proportions of 81.8%, 11.2% and 10.1%, respectively. Physical activity can indirectly reduce the risk of GDM by lowering BMI, while excessive leisure screen time significantly increases the risk of GDM by affecting BMI, HDL-C, and ApoA1. These findings support the potential value of prioritizing weight control and integrating interventions that increase physical activity and limit sedentary behavior as core measures, in order to fundamentally block the pathway of GDM by synergistically optimizing weight and lipid metabolism.