Polycystic ovary syndrome (PCOS) is a common female reproductive-age endocrine disease predominantly characterized by chronic anovulation, hyperandrogenism, insulin-resistance and low-grade inflammatory status. Exercise training (ET) favourably modulates cardiopulmonary function and insulin-sensitivity markers in PCOS women. The present study investigated the effects of ET on autonomic function and inflammatory pattern in PCOS women. Prospective baseline uncontrolled clinical study. One-hundred and eighty five PCOS women referred to our department were screened for the inclusion into the study protocol from March 2004 to July 2007. One-hundred and twenty four PCOS women met the criteria for the inclusion into the study protocol and were subdivided into two groups each composed of 62 patients: PCOS-T (trained) group underwent 3-month ET program, whereas PCOS-UnT (untrained) group did not. At baseline and at 3-month follow-up, hormonal and metabolic profile, cardiopulmonary parameters, autonomic function (as expressed by heart rate recovery, HRR) and inflammatory pattern [as expressed by C-reactive protein (CRP) and white blood cells (WBCs) count] were evaluated. PCOS-T showed a significant (P < 0.05) improvement in maximal oxygen consumption (VO(2max)) and in post-exercise HRR, and a significant (P < 0.001) decrease in CRP and WBCs; whereas no statistically significant changes of the same parameters were observed in PCOS-UnT. Multiple linear regression analysis showed that 3-month HRR is linearly related to the inclusion in training group (beta = 0.316, P < 0.001), VO(2max) (beta = 0.151, P = 0.032) and the ratio between glucose and insulin area under curve (AUC) (beta = 0.207, P = 0.003), and inversely related to body mass index (beta = -0.146, P = 0.046), insulin AUC (beta = -0.152, P = 0.032), CRP (beta = -0.165, P < 0.021), and WBCs count (beta = -0.175, P = 0.039). Exercise training improves autonomic function and inflammatory pattern in PCOS women.