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Description: Background: Typically, management of PCOS focuses on lifestyle changes (exercise and diet), aiming to alleviate symptoms, and lower the associated risk of type 2 diabetes and cardiovascular disease. Our objective was to analyse evidence on the effectiveness of exercise in the management of PCOS, when compared to (i) usual care; (ii) diet alone; and (iii) exercise combined with diet. Also, exercise combined with diet, compared to (i) control or usual care; and (ii) diet alone. Methods: Relevant databases were searched (June 2017) with no time limit for trial inclusion. Eligible trials employed a randomised, or quasi-randomised design to measure the chronic effects of exercise, or exercise and diet in women with PCOS. Results: Searches returned 2,390 articles; of those, 27 papers from 18 trials were included. Results are presented as mean difference (MD) and 95% confidence intervals (95% CI). Compared with control, exercise had a statistical effect on change from baseline fasting insulin (MD: -2.44 µIU/mL, 95% CIs: -4.24 to -0.64; very low-quality evidence), HOMA-IR (-0.57, -0.99 to -0.14; very low-quality evidence), total cholesterol (-5.88 mg/dL, -9.92 to -1.83; low-quality evidence), LDL cholesterol (-7.39 mg/dL, -9.83 to -4.95; low-quality evidence), and triglycerides (-4.78 mg/dL, -7.52 to -2.05; low quality evidence). Exercise also improved VO2 max (3.84 ml/kg/min, 2.87 to 4.81), waist circumference (-2.62 cm, -4.13 to -1.11), and body fat percentage (-1.39%, -2.61 to -0.18) when compared with usual care. No effect was found for change value systolic/diastolic blood pressure, fasting glucose, HDL cholesterol (all low-quality evidence), or waist-to-hip ratio. Many favourable change score findings were supported by post-intervention value analyses: fasting insulin (-2.11 µIU/mL, -3.49 to -0.73), total cholesterol (-6.66 mg/dL, -11.14 to -2.17), LDL cholesterol (-6.91 mg/dL, -12.02 to -1.80), and VO2 max (5.01 ml/kg/min, 3.48 to 6.54). Statistically lower BMI (-1.02 kg/m2, -1.81 to -0.23) and resting heart rate (-3.26 beats/min -4.93 to -1.59) was also revealed in post-intervention analysis. Subgroup analyses revealed the greatest improvements in overweight/obese participants and more outcomes improved when interventions were supervised, aerobic in nature or of a shorter duration. Based on limited data, we found no differences for any outcome between the effects of exercise and diet combined, and diet alone. It was not possible to compare exercise versus diet or exercise and diet combined versus diet. Conclusion: Caution should be adopted interpreting the findings of this review; many outcomes present modest effects and wide CIs, and statistical effects in many analyses are sensitive to the addition/removal of individual trials. Future work should focus on rigorously designed, well-reported trials that make comparisons involving both exercise and diet.