Aims/Background The association between rheumatic immune diseases and polycystic ovary syndrome (PCOS) remains elusive. The purpose of this study was to investigate the causal relationship between rheumatic immune diseases and the risk of PCOS through a two-sample Mendelian randomization (MR) analysis. Methods In the assessment of exposure variables, we chose systemic lupus erythematosus (SLE), polymyositis (PM), and rheumatoid arthritis (RA) as representative rheumatic immune diseases, while PCOS was designated as the outcome of interest. All data utilized in this investigation were obtained from the Medical Research Council Integrative Epidemiology Unit (MRC-IEU) database. A two-sample MR analysis was conducted using summary statistics for both the exposure and outcome variables, which were gathered from the genome-wide association study (GWAS) datasets. Single nucleotide polymorphisms (SNPs) significantly associated with rheumatic diseases were selected as instrumental variables (IVs) to estimate the causal effects on PCOS. The final results were analyzed using five MR analysis methods, namely MR-Egger, inverse variance weighted (IVW), weighted median (WM), simple mode, and weighted mode. Causal estimation of MR was primarily obtained using the IVW method. Sensitivity analyses were also conducted to evaluate pleiotropy and heterogeneity. Results In this two-sample MR analysis, a total of 1,000,246 participants were included. Among them, there were 647 cases of SLE, 44 cases of PM, 5539 cases of RA, and 797 cases of PCOS. The IVW approach indicated a causal relationship between RA and an increased risk of PCOS (odds ratio [OR] = 1.069, 95% confidence interval [CI] = 1.007–1.134, p = 0.041). The MR-Egger intercept and Cochran’s Q test (p > 0.005) further verified the stability of the MR results. However, no significant correlation was observed between the other two rheumatic immune diseases (PM and SLE) and the risk of developing PCOS (both p > 0.05). Conclusion This study suggests a potential causal association between RA and PCOS, while SLE and PM do not exhibit a causal association with PCOS, enhancing our comprehension of the etiological factors of PCOS and shedding light on prevention strategies for the disease. Additional research is required to elucidate the underlying biological mechanisms by which RA contributes to the progression of PCOS.