Dysfunction of the nervous system is well-known in diabetes and also among patients with prediabetes, obesity and hypertension. However, there is only a limited amount of data available on the changes in neuronal function in polycystic ovary syndrome (PCOs), despite the fact that this condition is also accompanied by metabolic and vascular abnormalities. The aim of our study was to assess the cardiovascular autonomic and peripheral sensory function in patients with PCOs. The study involved 27 women with PCOs, and 24 healthy women as control subjects. Autonomic neuropathy (AN) was assessed using the four standard cardiovascular reflex tests. Peripheral sensory function was determined using the Neurometer. Electric stimulation was applied transcutaneously and the current perception threshold (CPT) values were determined on the median and peroneal nerves. No significant differences were found between the PCOs patients and the control group regarding the cardiovascular autonomic reflex tests and the AN scores. The CPT values of PCOs patients in the median and peroneal nerves were lower at all frequencies in comparison to controls. Conclusions: The cardiovascular autonomic nerve function was normal in the patients with PCOs. The current perception thresholds were consequently lower in the PCOs patients both in the upper and lower extremities at all frequencies, which serves as an early sign of neuropathy. As a novel observation, our results suggest that early neuronal damage manifests in the form of sensory hyperaesthesia in patients with PCOs.