Polycystic ovary syndrome (PCOS) is a complex, heterogeneous disorder of uncertain etiology. Recent studies suggested that insulin resistance (IR) plays an important role in the development of PCOS. In the current study, we aimed to investigate the molecular mechanism of IR in PCOS. We employed genome-wide methylated DNA immunoprecipitation (MeDIP) analysis to characterize genes that are differentially methylated in PCOS patients vs. healthy controls. Besides, we also identified the differentially methylated genes between patients with PCOS-non-insulin resistance (PCOS-NIR) and PCOS-insulin resistance (PCOS-IR). A total of 79 genes were differentially methylated between PCOS-NIR vs. PCOS-IR patients, and 40 genes were differentially methylated in PCOS patients vs. healthy controls. We analyzed these differentially methylated genes by constructing regulatory networks and protein-protein interaction (PPI) networks. Further, Gene Ontology (GO) and pathway enrichment analysis were also performed to investigate the biological functions of networks. We identified multiple categories of genes that were differentially methylated between PCOS-NIR and PCOS-IR patients, or between PCOS patients and healthy controls. Significantly, GO categories of immune response were differentially methylated in PCOS-IR vs. PCOS-NIR. Further, genes in cancer pathways were also differentially methylated in PCOS-NIR vs. PCOS-IR patients or in PCOS patients vs. healthy controls. The results of this current study will help to further understand the mechanism of PCOS.