Extremely low-mass white dwarf stars (ELMs) are M<0.3M_{sun}_ helium-core white dwarfs born either as a result of a common-envelope phase or after a stable Roche lobe overflow episode in a multiple system. The Universe is not old enough for ELMs to have formed through single-star evolution channels. As remnants of binary evolution, ELMs can shed light onto the poorly understood phase of common-envelope evolution and provide constraints to the physics of mass accretion. Most known ELMs will merge in less than a Hubble time, providing an important contribution to the signal to be detected by upcoming space-based gravitational wave detectors. There are currently less than 150 known ELMs; most were selected by colour, focusing on hot objects, in a magnitude-limited survey of the Northern hemisphere only. Recent theoretical models have predicted a much larger space density for ELMs than estimated observationally based on this limited sample. In order to perform meaningful comparisons with theoretical models and test their predictions, a larger well-defined sample is required. In this work, we present a catalogue of ELM candidates selected from the second data release of Gaia (DR2). We have used predictions from theoretical models and analysed the properties of the known sample to map the space spanned by ELMs in the Gaia Hertzsprung-Russell diagram. Defining a set of colour cuts and quality flags, we have obtained a final sample of 5762 ELM candidates down to T_eff_~5000K.