Weight loss can reduce the hyperandrogenemia associated with polycystic ovary syndrome (PCOS) in peripubertal girls. Yet, adolescent girls have the lowest rates of physical activity and enjoyment of exercise. We created a dance-based support group (Go Girls!) to entice physical activity and improve enjoyment. Girls ages 7–21 over the 85th BMI percentile were recruited and attended once-weekly sessions for 3–6 months. We assessed changes in Physical Activity Enjoyment Scale (PACES), anthropometrics, laboratory data, and amounts of home exercise at 0, 3, and 6 months. Sixteen girls completed either 3 or 6 months. PACES scores were surprisingly high at baseline and remained high. Systolic blood pressure percentile decreased post-intervention. Although no group differences were observed, the majority of individual girls had decreased waist circumference, triglycerides, and metabolic syndrome severity score. Forty percent had decreased free testosterone levels. More girls enjoyed physical education class, got exercise outside of school, and made other lifestyle changes. This dance-based support group was enjoyed by girls and demonstrated health benefits. Continued efforts to engage girls in physical activity are necessary to protect girls from the consequences of obesity, including PCOS and metabolic syndrome. Dance exercise remains a promising tool to encourage physical activity in girls.