Polycystic ovary syndrome (PCOS) affects 6–20% of reproductive-aged women. It is associated with increased risks of metabolic syndrome, Type 2 diabetes, cardiovascular diseases, mood disorders, endometrial cancer and non-alcoholic fatty liver disease. Although various susceptibility loci have been identified through genetic studies, they account for ∼10% of PCOS heritability. Therefore, the etiology of PCOS remains unclear. This review explores the role of epigenetic changes and modifications in circadian clock genes as potential contributors to PCOS pathogenesis. Epigenetic alterations, such as DNA methylation, histone modifications, and non-coding RNA changes, have been described in diseases related to PCOS, such as diabetes, cardiovascular diseases, and obesity. Furthermore, several animal models have illustrated a link between prenatal exposure to androgens or anti-Müllerian hormone and PCOS-like phenotypes in subsequent generations, illustrating an epigenetic programming in PCOS. In humans, epigenetic changes have been reported in peripheral blood mononuclear cells (PBMC), adipose tissue, granulosa cells (GC), and liver from women with PCOS. The genome of women with PCOS is globally hypomethylated compared to healthy controls. However, specific hypomethylated or hypermethylated genes have been reported in the different tissues of these women. They are mainly involved in hormonal regulation and inflammatory pathways, as well as lipid and glucose metabolism. Additionally, sleep disorders are present in women with PCOS and disruptions in clock genes’ expression patterns have been observed in their PBMC or GCs. While epigenetic changes hold promise as diagnostic biomarkers, the current challenge lies in distinguishing whether these changes are causes or consequences of PCOS. Targeting epigenetic modifications potentially opens avenues for precision medicine in PCOS, including lifestyle interventions and drug therapies. However, data are still lacking in large cohorts of well-characterized PCOS phenotypes. In conclusion, understanding the interplay between genetics, epigenetics, and circadian rhythms may provide valuable insights for early diagnosis and therapeutic strategies in PCOS in the future.