The impact of diet on inflammation and oxidative stress (OS) in girls with polycystic ovary syndrome (PCOS) is unknown. Therefore, our study aimed to investigate, in PCOS girls, whether certain macronutrient intakes can be associated with these disturbances. For this purpose, 59 PCOS participants (aged 14–18 years) were recruited to this study and divided into two subgroups: overweight/obese—Ov/Ob group (n = 22) and normal weight—N group (n = 37). Nutrition was assessed using a 3-day food record. The studied markers were total antioxidant capacity (TAC), malondialdehyde (MDA), C-reactive protein (CRP), tumor necrosis factor α (TNF-α), and interleukins 1 and 6 (IL-1 and IL-6). We found plant protein intake inversely correlated with IL-6 (p = 0.007; r = −0.557), TNF-α (p = 0.006; r = −0.564), MDA (p = 0.01; r = −0.539) in the Ov/Ob group and with TAC (p = 0.021; r = −0.38) in the N group. Inverse correlations in the Ov/Ob group were observed between protein intake and IL-6 (p = 0.031; r = −0.461), TNF- α (p = 0.043; r = −0.435); carbohydrates and IL-6 (p = 0.037; r = −0.448), MDA (p = 0.045; r = −0.431); fiber and IL-6 (p = 0.025; r = −0.475). A positive relationship between cholesterol intake and CRP concentration (p = 0.038; r = 0.342) was also found in the N group. These findings revealed that inflammation and OS are increased in Ov/Ob girls with decreased plant protein intake and low carbohydrates in the diet. Moreover, inflammation may be increased by cholesterol intake in slim PCOS girls. On the other hand, decreased intake of fiber and total protein intake increased inflammation. ClinicalTrials.gov Identifier: NCT04738409.