CONTEXT: Obesity affects the majority of women with polycystic ovary syndrome (PCOS), but previous studies are inconsistent about the prevalence of obesity and the importance of weight gain in the development of the syndrome. OBJECTIVE: Our objective was to explore the association between weight, weight gain, hyperandrogenism, and PCOS from adolescence to late adulthood. DESIGN: The study includes a prospective Northern Finland Birth Cohort 1966 study including 5889 females born in 1966 and followed at the ages of 14, 31, and 46 years. SETTING: The setting was the general community. PARTICIPANTS: Women presenting both oligo/amenorrhea (OA) and hirsutism (H) at age 31 (N = 125) or with formally diagnosed PCOS by age 46 (N = 181) were compared with women without PCOS symptoms or diagnosis (n = 1577). INTERVENTIONS: None. MAIN OUTCOME MEASURES: Body mass index (BMI), weight change through life, waist circumference, Free Androgen Index, lipids, glucose, insulin, high-sensitivity C-reactive protein, homeostatic model assessment for insulin resistance, and PCOS. RESULTS: Women with OA+H at age 31 or diagnosis of PCOS by age 46 had the highest BMI at all ages compared with the controls. Increase of BMI between ages 14 and 31, but not between 31 and 46, was greater in women with isolated OA (P = .006), OA+H (P = .001), and diagnosis of PCOS (P = .001) compared with controls. In the multivariate analysis, PCOS was significantly associated with BMI at all ages (BMI at age 31: odds ratio [OR] = 1.05 [95% confidence interval (CI), 1.00-1.10], Free Androgen Index (OR = 1.08 [95% CI, 1.03-1.14]), serum levels of insulin (OR = 1.05 [95% CI, 1.00-1.09]), and triglycerides (OR = 1.48 [95% CI, 1.08-2.03]). CONCLUSIONS: Symptoms or diagnosis of PCOS are associated with dyslipidemia, hyperandrogenemia, and significantly increased weight gain, especially in early adulthood. This observation is important because it may identify a sensitive time period when weight gain plays a crucial role in the emergence of PCOS and when preventive actions against metabolic and cardiovascular diseases should be implemented.