Polycystic ovary syndrome (PCOS) is the most common reproductive disease affecting the hormone and metabolic status of women. Its associated symptoms are diverse among the patients, including hyperandrogenism, insulin resistance, anovulation, infertility, obesity, hirsutism, acne, and more. In addition, PCOS can potentially increase the risk of dysmenorrhea, endometriosis, endometrioma, and irritable bowel syndrome, which are highly related to pelvic pain and sexual difficulty. However, little known is whether PCOS exacerbates other chronic bodily pain or contributes to hyperalgesia. Health-related quality of Life (HRQoL) reflects the life satisfaction and quality derived by an individual from mental, physical, emotional, and social activities under specific conditions. In this study, we reviewed pain perception from HRQoL of PCOS patients (SF-36). The review data evidently indicated that pain perception is significantly more prevalent in patients with PCOS than in healthy controls, and obesity and infertile status could be the rationales associated with pain development. Nevertheless, underlying causes remain undetermined due to the limited information from SF-36. Furthermore, we reviewed pathophysiologic factors to pain development or exacerbation, such as the deregulation of inflammation levels, adipokines, and insulin resistance. Although current evidence of pain perception and pathophysiologic risk factors are solid in PCOS, patients’ pain perception is often ignored in clinical settings. Clinicians should note the perception and treatment of pain in PCOS patients. The correlation or causality between pain and PCOS warrants further clinical examination and basic studies, thereby providing new insights into this topic in the context of clinical diagnosis and health care.