Polycystic ovary syndrome (PCOS) is the leading endocrine and metabolic disorder in premenopausal women characterized by hyperandrogenism and abnormal development of ovarian follicles. To date, the PCOS etiology remains unclear and has been related to insulin resistance, obesity, type 2 diabetes mellitus, cardiovascular disease and infertility, among other morbidities. Substantial evidence illustrates the impact of genetic, intrauterine and environmental factors on the PCOS etiology. Lately, epigenetic factors have garnered considerable attention in the pathogenesis of PCOS considering that changes in the content of DNA methylation, histone acetylation and noncoding RNAs have been reported in various tissues of women with this disease. DNA methylation is changed in the peripheral and umbilical cord blood, as well as in ovarian and adipose tissue of women with PCOS, suggesting the involvement of this epigenetic modification in the pathogenesis of the disease. Perhaps, these defects in DNA methylation promote the deregulation of genes involved in inflammation, hormone synthesis and signaling and glucose and lipid metabolism. Research on the role of DNA methylation in the pathogenesis of PCOS is just beginning, and several issues await investigation. This review aims to provide an overview of current research focused on DNA methylation and PCOS, as well as discuss the perspectives regarding this topic.