Women with polycystic ovary syndrome (PCOS) are more likely to be obese and have difficulty in losing weight. They demonstrate an obesity-independent deficit in adaptive energy expenditure. We used a clinically realistic preclinical model to investigate the molecular basis for the reduced postprandial thermogenesis (PPT) and develop a therapeutic strategy to normalize this deficit. Sheep exposed to increased androgens before birth develop the clinical features of PCOS. In adulthood they develop obesity and demonstrate an obesity-independent reduction in PPT. This is associated with reduced adipose tissue uncoupling protein expression and adipose tissue noradrenaline concentrations. These sheep are insulin resistant with reduced insulin signaling in the brain. Increasing brain insulin concentrations using intranasal insulin administration increased PPT in PCOS sheep without any effects on blood glucose concentrations. Intranasal insulin administration with food is a potential novel strategy to improve adaptive energy expenditure and normalize the responses to weight loss strategies in women with PCOS.