Although there is a growing body of literature reporting that pregnancies in women with polycystic ovary syndrome (PCOS) are associated with greater complications than those without PCOS, methodological differences across studies make these results difficult to consolidate. This narrative review outlines potential mechanisms involved in adverse pregnancy outcomes in PCOS and the nature of the complications. It covers limitations of current evidence and future research directions. Future research should include prospective studies with phenotypic stratification of PCOS and matching or consideration of specific PCOS manifestations and risk factors specific to each pregnancy complication. This review also emphasizes the importance of following a healthy lifestyle for women with PCOS and of individualized care according to overall risk factors for pregnancy complications.