Polycystic Ovary Syndrome (PCOS) is a common endocrine disorder in women strongly associated with obesity and psychological dysfunction. It is crucial to assess the contributions of psychological parameters to obesity and weight management. This survey based cross-sectional study assessed self-efficacy, health attitudes and beliefs, response to illness and adult health history in women with (n = 74) and without PCOS (n = 90). There were no significant differences in self-efficacy, health attitudes and beliefs between groups. Women with PCOS reported less engagement in self-help methods compared to women without (p = 0.003). Women with PCOS reported poorer overall (p < 0.001) and recent health history (p = 0.02), greater prevalence (p < 0.001) and impact of a chronic illness (p < 0.001). It is crucial that women recognize that PCOS is a chronic condition requiring on-going lifestyle management; to encourage active engagement in their management, enhance participation in screening for complications and uptake of lifestyle recommendations.