BACKGROUND: There is limited evidence regarding optimal gestational weight gain in women with twin pregnancies and gestational diabetes mellitus. OBJECTIVE: This study aimed to examine the association between gestational weight gain and perinatal outcomes among women with gestational diabetes mellitus and twin pregnancies and to explore the gestational weight gain targets by prepregnancy body mass index category. STUDY DESIGN: A national population-based cohort study of twin pregnancies with gestational diabetes mellitus was conducted between 2014 and 2020. Women with gestational diabetes mellitus aged between 18 and 45 years with live-born twins without congenital malformations between 24 and 42 weeks of gestation were included in the analysis. Two approaches were used to determine the optimal gestational weight gain targets by body mass index category: an interquartile range method to calculate targets in low-risk gestational diabetes mellitus pregnancies and a logistic model method to identify the odds ratio targets at which a composite adverse outcome decreased. RESULTS: Of 29,308 women with gestational diabetes mellitus and twin pregnancies, 8239 (28.1%) were normal-weight, 7626 (26.0%) were overweight, and 13,443 (45.9%) were obese. The continuous standardized gestational weight gain by 36 weeks was associated with preterm birth <36 weeks, large-for-gestational-age infants, small-for-gestational-age infants, and gestational hypertensive disorders. The interquartile range targets were 13.6 to 20.9 kg, 10.9 to 20.4 kg, and 7.7 to 17.7 kg for normal-weight, overweight, and obese women, respectively. The odds ratio targets were 14.1 to 20.0 kg, 12.1 to 16.0 kg, and 6.1 to 12.0 kg for normal-weight, overweight, and obese women, respectively. Gestational weight gain outside these targets was associated with preterm birth <36 weeks, large-for-gestational-age and small-for-gestational-age infants, and gestational hypertensive disorders, and exhibited significant population attributable fractions for preterm birth <36 weeks, large-for-gestational-age infants, and gestational hypertensive disorders across body mass index categories. CONCLUSION: Compared with the Institute of Medicine guidelines, more stringent gestational weight gain targets would be beneficial for improved perinatal outcomes in women with gestational diabetes mellitus and twin pregnancies.