Polycystic ovary syndrome (PCOS), a common endocrine and metabolic disorder affecting women in their reproductive years. Emerging evidence suggests that the maternal-fetal immune system is crucial for proper pregnancy. However, whether immune function is altered at the end of pregnancy in PCOS women and the underlying molecular mechanisms is currently unexplored. Herein, the basic maternal immune system was investigated (n = 136 in the control group; n = 103 in the PCOS group), and whole-transcriptome sequencing was carried out to quantify the mRNAs, miRNAs, and lncRNAs expression levels in fetal side placental tissue of women with PCOS. GO, KEGG, and GSEA analysis were employed for functional enrichment analysis. The process of identifying hub genes was conducted utilizing the protein-protein interaction network. CIBERSORT and Connectivity Map were deployed to determine immune cell infiltration and predict potential drugs, respectively. A network of mRNA-miRNA-lncRNA was constructed and then validated by qRT-PCR. First, red blood cell count, neutrophil count, lymphocyte count, hypersensitive C-reactive protein, and procalcitonin were significantly elevated, while placental growth factor was hindered in PCOS women. We identified 308 DEmRNAs, 77 DEmiRNAs, and 332 DElncRNAs in PCOS samples. Functional enrichment analysis revealed that there were significant changes observed in terms of the immune system, especially the chemokine pathway. Eight genes, including FOS, JUN, EGR1, CXCL10, CXCR1, CXCR2, CXCL11, and CXCL8, were considered as hub genes. Furthermore, the degree of infiltration of neutrophils was dramatically decreased in PCOS tissues. In total, 57 ceRNA events were finally obtained, and immune-related ceRNA networks were validated. Some potential drug candidates, such as enalapril and RS-100329, could have a function in PCOS therapy. This study represents the inaugural attempt to evaluate the immune system at the end of pregnancy and placental ceRNA networks in PCOS, indicating alterations in the chemokine pathway, which may impact fetal and placental growth, and provides new therapy targets.