Polycystic ovary syndrome (PCOS) is the most frequent endocrine disorder in women and it is associated with an increased rate of infertility. Its etiology remains largely unknown, although both genetic and environmental factors play a role. PCOS is characterized by insulin resistance, metabolic disorders and low-grade chronic inflammation. To date, the treatment of PCOS is mainly symptomatic and aimed at reducing clinical signs of hyperandrogenism (hirsutism and acne), at improving menstrual cyclicity and at favoring ovulation. Since PCOS pathophysiology is still largely unknown, the therapeutic interventions currently in place are rarely cause-specific. In such cases, the therapy is mainly directed at improving hormonal and metabolic dysregulations typical of this condition. Diet and exercise represent the main environmental factors influencing PCOS. Thus, therapeutic lifestyle changes represent the first line of intervention, which, in combination with oral contraceptives, represent the customary treatment. Insulin resistance is becoming an increasingly studied target for therapy, most evidence stemming from the time-honored metformin use. Relatively novel strategies also include the use of thiazolidinediones and GLP1-receptor agonists. In recent years, a nutraceutical approach has been added to the therapeutic toolkit targeting insulin resistance. Indeed, emerging data support inositol and alpha-lipoic acid as alternative compounds, alone or in combination with the aforementioned strategies, with favorable effects on ovulation, insulin resistance and inflammation. Nevertheless, additional studies are required in adolescents, in order to assess the effectiveness of diet supplements in preventing negative impacts of PCOS on fertility in adult age. This review focuses on the main therapeutic options for PCOS to date.