Polycystic ovary syndrome (PCOS) is one of the most common endocrine disorders in women. However, the epigenetic mechanism involved in PCOS progression remains largely unknown. Here, combining the DNA methylation profiling together with transcriptome analysis, we showed that (i) there were 7929 differentially methylated CpG sites (β > 0.1, P < 0.05) and 650 differential transcripts (fold change > 1.5, P < 0.005) in PCOS compared to normal ovaries; (ii) 54 genes were identified with methylated levels that were correlated with gene transcription in PCOS; and (iii) there were less hypermethylated sites, but many more hypomethylated sites residing in CpG islands and N_Shore in PCOS. Among these genes, we identified that several significant pathways, including the type I diabetes mellitus pathway, p53 signaling pathway and NOD-like receptor signaling pathway, and some immune and inflammatory diseases may be highly involved in PCOS development. These results suggested that differences in genome-wide DNA methylation and expression patterns exist between PCOS ovaries and normal ovaries; epigenetic mechanisms may in part be responsible for the different gene expression and PCOS phenotype. All of this may improve our understanding of the basic molecular mechanism underlying the development of PCOS.