Preliminary evidence suggests exercise in polycystic ovary syndrome (PCOS) may improve reproductive and cardiometabolic parameters. Our primary aim was to determine the impact of exercise training on reproductive health in women with PCOS. Our secondary aim was to determine the effect of exercise training on cardiometabolic indices. A systematic review of published literature was conducted using MEDLINE and EMBASE based on a pre-published protocol (PROSPERO CRD42017065324). The search was not limited by year. Randomized controlled trials, non-randomized controlled trials and uncontrolled trials that evaluated an exercise intervention in women with PCOS and reported reproductive outcomes were included. Reproductive outcomes were analysed semi-quantitatively and a meta-analysis was conducted for reported cardiometabolic outcomes. Of 517 screened abstracts, 14 studies involving 617 women with PCOS were included: seven randomized controlled trials, one non-randomized controlled trial and six uncontrolled trials. There were insufficient published data to describe the effect of exercise interventions on ovulation quantitatively, but semi-quantitative analysis suggested that exercise interventions may improve menstrual regularity, pregnancy and ovulation rates. Our meta-analysis found that exercise improved lipid profiles and decreased waist circumference, systolic blood pressure and fasting insulin. The impact of exercise interventions on reproductive function remains unclear. However, our meta-analysis suggests that exercise interventions may improve cardiometabolic profiles in women with PCOS.