A better understanding of what drives behaviour change in obese pregnant overweight women is needed to improve the effectiveness of lifestyle interventions in this group at risk for gestational diabetes (GDM). Therefore, we assessed which factors mediated behaviour change in the Vitamin D and Lifestyle Intervention for GDM Prevention (DALI) Lifestyle Study. A total of 436 women, with pre-pregnancy body mass index ≥29 kg/m², ≤19 + 6 weeks of gestation and without GDM, were randomised for counselling based on motivational interviewing (MI) on healthy eating and physical activity, healthy eating alone, physical activity alone, or to a usual care group. Lifestyle was measured at baseline, and at 24⁻28 and 35⁻37 weeks of gestation. Outcome expectancy, risk perception, task self-efficacy and social support were measured at those same time points and considered as possible mediators of intervention effects on lifestyle. All three interventions resulted in increased positive outcome expectancy for GDM reduction, perceived risk to the baby and increased task self-efficacy. The latter mediated intervention effects on physical activity and reduced sugared drink consumption. In conclusion, our MI intervention was successful in increasing task self-efficacy, which was related to improved health behaviours.