In this opinion piece, we summarize, discuss implications of implementation, and critically evaluate our 2018 evidence-based guideline recommendations for exercise and physical activity in women with polycystic ovary syndrome (PCOS). We developed recommendations as part of a larger international guideline development project. The overall guideline scope and priorities were informed by extensive health professional and consumer engagement. The lifestyle guideline development group responsible for the exercise recommendations included experts in endocrinology, exercise physiology, gynecology, dietetics, and obstetrics, alongside consumers. Extensive online communications and two face-to-face meetings addressed five prioritized clinical questions related to lifestyle, including the role of exercise as therapy for women with PCOS. The guideline recommendations were formulated based on one narrative and two evidence-based reviews, before consensus voting within the guideline panel. The development process was in accordance with the Appraisal of Guidelines for Research and Evaluation (AGREE) II, and used the Grading of Recommendations, Assessment, Development and Evaluation (GRADE) framework to assess evidence quality, desirable and undesirable consequences, feasibility, acceptability, cost, implementation, and recommendation strength. Given the evidence for exercise as therapy in PCOS being of low quality, a consensus recommendation was made based on current exercise guidelines for the general population. Women with PCOS and clinicians are forced to adopt generic approaches when recommending exercise therapy that perpetuates clinical management with pharmacological solutions. The current status of evidence highlights the need for greater international co-operation between researchers and funding agencies to address key clinical knowledge gaps around exercise therapy in PCOS to generate evidence for appropriate, scalable, and sustainable best practice approaches.