Objective To study the application effect of nursing intervention based on cognitive and health behavior change theory on patients with gestational diabetes mellitus. Methods A total of 85 patients with gestational diabetes mellitus who were treated in Shangrao Maternal and Child Health Hospital from February 2018 to January 2021 were selected as the research subjects, they were divided into intervention group (43 cases) and control group (42 cases) according to the random number table method. The control group was given routine nursing, and the intervention group was given routine nursing combined with nursing intervention based on cognitive and health behavior change theory.The self-management efficacy (Chinese version of diabetes management self-efficacy scale [C-DMSES]) and blood glucose control (fasting plasma glucose [FPG], 2 h postprandial blood glucose [2 h PG], glycosylated hemoglobin [HbA1c])of the two groups were compared before intervention and after 9 weeks of intervention. At follow-up until delivery, the total incidence rate of adverse delivery outcomes was compared between the two groups. Results After 9 weeks of intervention, the C-DMSES scores of the two groups were higher than those before intervention, the C-DMSES scores of intervention group were higher than those of control group, the differences were stastically significant (P＜0.05). After 9 weeks of intervention, the levels of FPG, 2 h PG, and HbA1c were lower than those before intervention, the differences were stastically significant (P＜0.05). The levels of FPG, 2 h PG, and HbA1c in intervention group after 9 weeks of intervention were lower than those in control group, the differences were stastically significant (P＜0.05). The total incidence rate of adverse delivery outcomes in intervention group was lower than that in control group, the difference was stastically significant (P＜0.05). Conclusion Nursing intervention based on cognitive and health behavior change theory can improve the self-management efficacy and effectively control the blood glucose level of pregnant women with gestational diabetes mellitus, and it is beneficial to the prevention of adverse delivery outcomes.