In patients affected of polycystic ovary syndrome (PCOS), obesity has an high percent of incidence and represents an important factor increasing its clinic evolution, both in metabolic than in reproductive terms. For these patients non pharmacologic treatments aimed at the reduction of body weight, such as diets and physical exercise, represent the first line therapeutic approach. The aim of this review is to analyze the changes in life style and to highlight their efficacy in reducing the negative effects of PCOS on metabolism and reproductivity. Specifically different types of diet have been compared, in health or PCOS women, such as low glycemic index diets, moderate carbohydrate, high protein and low fat diets, very low carbohydrate and high fat diets and, finally, moderate carbohydrate and high monounsaturated fat diets. In the global view of the approach to the disease, different regimens of physical activity and the usefulness of a behavior therapy were also evaluated. Results obtained in health women suggest that diets higher in proteins and lower in carbohydrates are to be preferred to the conventional diet lower in fats and higher in carbohydrates. Anyway other studies are necessary to justify a similar assertion in women with PCOS. At the same way, the optimum regimen of physical exercise for PCOS women is still to be demonstrated.