Background: We aimed to explore the still-debated association between smoking and hyperglycaemia in pregnancy (HIP). Methods: A multiethnic prospective study of 15,801 women who delivered at Jean Verdier University Hospital between 2012 and 2018. Of these, 13,943 (88.2%) were non-smokers, 624 (4.5%) former smokers, and 1234 (7.8%) current smokers. Universal HIP screening was proposed to the entire sample (IADPSG/WHO criteria). Results: A total of 13,958 women were screened for HIP. Uptake differed between non-smokers, former smokers, and current smokers (89.5%, 88.3%, and 75.7%, respectively, p < 0.0001). HIP prevalence in these groups was 19.9%, 15.4%, and 12.3%, respectively (p < 0.0001). After adjusting for age, body mass index, family history of diabetes, history of HIP, history of macrosomic baby, and ethnicity, current (odds ratio 0.790 [95% confidence interval 0.636-0.981], p < 0.05) but not former (1.017 [0.792-1.306]) smokers were less likely to have HIP than non-smokers. Furthermore, 1 h and 2 h oral plasma glucose test values were lower in current smokers than in non-smokers (p < 0.01). To exclude potential selection bias, we compared risk factors for HIP and HIP-related adverse pregnancy outcomes in current smokers according to HIP screening status. Compared with screened current smokers (n = 934), their unscreened counterparts (n = 300) were younger, less frequently employed, and more likely to be of non-European origin. Moreover, infant birthweight was lower in this group, and preterm deliveries and perinatal deaths were more likely (all p < 0.01). Conclusions: Smoking during pregnancy was independently associated with lower HIP prevalence. The low HIP screening rate in current smokers did not explain this finding.