Polycystic ovary syndrome (PCOS) is a prevalent endocrine disorder affecting women of reproductive age worldwide. In addition to deleterious effects on fertility imparted by PCOS, women with PCOS are at increased risk of obesity, diabetes, cardiovascular disease, depression, and certain cancers. Hormonal and metabolic aberrations in PCOS have the potential to influence dietary intake and physical activity levels. There are emerging global data that women with PCOS have different baseline dietary energy intakes compared with women without PCOS. These alterations in diet may exacerbate clinical symptoms and compound risk of chronic disease in patients. Few studies have compared baseline physical activity levels between women with and without PCOS. Although comparisons between studies are confounded by several factors, the data point to no differences in activity levels among PCOS and non-PCOS groups. This review provides an assessment of the current literature on baseline dietary intake and physical activity levels in women with PCOS. Future recommendations to strengthen research in this area are provided, given the implications to aid in the development of effective nutrition-focused interventions for PCOS.