Polycystic ovary syndrome (PCOS) is an endocrine disease closely related to several risk factors for cardiovascular disease. An impaired cardiopulmonary functional capacity was previously demonstrated in PCOS women. No data regarding the effects of a structured exercise training (ET) program on cardiopulmonary functional capacity in PCOS women are available. Our objective was to evaluate the effects of a 3-month ET program on cardiopulmonary functional capacity in young PCOS women. A prospective baseline-randomized clinical study was conducted at the University "Federico II" of Naples, School of Medicine (Italy). Ninety young overweight PCOS women were enrolled. Ninety young PCOS women were randomly subdivided into two groups, each composed of 45 subjects. The PCOS-T (trained) group underwent a 3-month structured ET program, whereas the PCOS-UnT (untrained) group did not. Hormonal and metabolic profiles and cardiopulmonary and exercise parameters were evaluated. After 3-month ET, PCOS-T showed a significant improvement in peak oxygen consumption (+35.4%; P<0.001) and in maximal workload (+37.2%; P<0.001). In PCOS-T we also observed a significant reduction in body mass index (-4.5%; P<0.001) and in C-reactive protein (-10%; P<0.001), and a significant (P<0.001) improvement in insulin sensitivity indexes. After 3 months, no changes were observed in PCOS-UnT. A 3-month structured ET program improves cardiopulmonary functional capacity in young PCOS women.