In this intervention study performed among young women with polycystic ovary syndrome (PCOS), 32 women were randomized to either a 24 week exercise training program or to a 12 week exercise training program followed by a 12 week detraining period. The study goal was to describe the effect of detraining on cardiopulmonary and metabolic risk profile in PCOS women. After 12 weeks, both groups experienced a reduction in their body mass index, waist circumference, and insulin response to an oral glucose challenge as well as an increase in their VO2max. During the following 12 weeks, women on the 24 week exercise training program continued to improve their cardiopulmonary and metabolic risk profile, whereas women who stopped exercising regained weight and increased their waist circumference. VO2max and insulin response levels returned to baseline values. This study underlines the value of exercise training as a simple therapeutic option as well as the importance of chronic exercise in managing the cardiopulmonary and metabolic risk profile of women with PCOS.