Pregnancy affects both maternal and fetal metabolism, and even in non-diabetic women, it exerts a diabetogenic effect. Among pregnant women, 2% to 14% develop gestational diabetes. Pregnancy can also occur in women with preexisting diabetes, which may predispose the fetus to many alterations in organogenesis, restrict growth, and the mother, to some diabetes-related complications, such as retinopathy and nephropathy, or to acceleration of the course of these complications, if they are already present. Women with gestational diabetes generally start their treatment with diet and lifestyle changes; when these changes are not enough for optimal glycemic control, insulin therapy must then be considered. Women with type 2 diabetes using oral hypoglycemic agents are advised to change to insulin therapy. Those with preexisting type 1 diabetes should start intensive glycemic control. As basal insulin analogues have frequently been used off-label in pregnant women, there is a need to evaluate their safety and efficacy. The aim of this review is to report the use of both short- and long-acting insulin analogues during pregnancy and to enable clinicians, obstetricians, and endocrinologists to choose the best insulin treatment for their patients.