Polycystic ovary syndrome (PCOS) affects 12-21% of women in the childbearing age and is the most common cause of hyperandrogenaemia and anovulatory infertility. There is an increase in insulin resistance in both overweight and lean women with PCOS. Exercise treatment is mandatory among the overweight women due to sufficient evidence that it can improve the signs and symptoms of PCOS. This has not been fully investigated among the lean. However, new randomized controlled trials show that structured physical exercise can also improve insulin sensitivity, hyperandrogenaemia and menstrual frequency in lean women with PCOS.