Polycystic ovary syndrome (PCOS) is the most common endocrine disorder and cause of subfertility in women. The etiology of PCOS has not been fully elucidated; however, insulin resistance has been shown to exacerbate the disease process due to its effect on androgen synthesis. Progressive resistance training (PRT) is an anabolic exercise modality that can improve skeletal muscle size and quality (metabolic capacity), and studies have consistently shown that PRT can increase insulin sensitivity in type 2 diabetes and other cohorts. However, PRT is not currently recommended or routinely prescribed in PCOS. The objective of this article was to provide a rationale for the application of PRT in the management and treatment of PCOS. This will be accomplished by (1) overviewing the pathophysiology of PCOS with emphasis on the etiological role of insulin resistance; (2) summarizing the effectiveness of PRT in treating insulin resistance; (3) presenting evidence that PRT is feasible to prescribe in women with PCOS; and (4) providing general recommendations for PRT to complement existing guidelines for aerobic training in this cohort. We also provide recommendations for future research.