Physical activity is a first-line treatment for polycystic ovary syndrome (PCOS). Resistance or aerobic exercise improves metabolic complications, reproductive outcomes, and quality of life in PCOS. DNA methylation reprogramming during exercise may be the major modifier behind these changes. We sought to evaluate genome-wide DNA methylation changes after supervised resistance and aerobic exercise in women with PCOS. Exercises were performed in 56 women with PCOS (resistance,  = 30; aerobic,  = 26), for 16 weeks (wks), three times per week, in 50-minute to one-hour sessions. Anthropometric indices and hormonal and metabolic parameters were measured before and after training. Genome-wide leukocyte DNA methylation was analysed by Infinium Human MethylationEPIC 850K BeadChip microarrays (Illumina). Both resistance and aerobic exercise improved anthropometric indices, metabolic dysfunction, and hyperandrogenism in PCOS after the training programme, but no differences were observed between the two exercises. Resistance and aerobic exercise increased genome-wide DNA methylation, although resistance changed every category in the CpG island context (islands, shores, shelve, and open sea), whereas aerobic exercise altered CpG shores and the open sea. Using a stringent FDR (>40), 6 significantly differentially methylated regions (DMRs) were observed in the resistance exercise cohort and 14 DRMs in the aerobic cohort, all of which were hypermethylated. The increase in genome-wide DNA methylation may be related to the metabolic and hormonal changes observed in PCOS after resistance and aerobic exercise. Since the mammalian genome is hypermethylated globally to prevent genomic instability and ageing, resistance and aerobic exercise may promote health and longevity through environmentally induced epigenetic changes.