Polycystic ovary syndrome (PCOS) is a disease with endocrine and metabolic disorders. The main symptoms are hyperandrogenemia (HA), insulin resistance (IR), and ovulation disorder. However, the pathogenesis and pathophysiological process of these major symptoms in PCOS are still not well defined. In recent studies, the chronic low‐grade inflammatory state has become one of the factors affecting PCOS. Some alterable immune factors in PCOS, such as interleukin‐15 and interleukin‐1, have been identified to be related to androgen synthesis and insulin resistance in PCOS. In addition, a disturbed immune microenvironment in the ovary leads to impaired follicular growth and ovulation. Previous studies have roughly reviewed the relationship between immunity and PCOS. However, the link between the different clinical manifestations of PCOS and immunity has not been well explored and analyzed. The clinical presentation of each patient is diverse, and symptomatic treatment is mainly used. Therefore, this article reviews several representative immunological factors that affect these three symptoms to explore the underlying mechanism, which will be beneficial for developing new treatment strategies.