Background: Obstructive sleep apnoea (OSA) and polycystic ovary syndrome (PCOS) are associated with significant comorbidities and commonly coexist. The primary aim of this study was to examine the relationship between OSA and quality of life (QoL) in women with PCOS. Methods: We conducted an observational cross-sectional study. PCOS was diagnosed according to the Rotterdam criteria. Women with increased risk of OSA, based on the Berlin questionnaire or the Epworth Sleepiness Scale (ESS), had home-based polysomnography performed (ALICE PDx). Participants were divided into two groups: (a) PCOS only: women with normal ESS and low-risk Berlin questionnaire (no sleep studies performed), or women with normal sleep studies [oxygen desaturation index (ODI) < 5 events/hour]; and (b) PCOS+OSA: women with PCOS and OSA ODI ⩾ 5. QoL was assessed using the World Health Organization QoL questionnaire (WHOQOL-BREF) and the PCOS health-related quality of life questionnaire (PCOSQ). Results: A total of 39 women were included; age (mean ± SD) was 32.2 ± 8.9 years, weight 92.5 ± 23.7 kg and body mass index (BMI) 34.1 ± 7.9 kg/m2; 38.5% (n = 15) had OSA. Compared with women with PCOS only, women with PCOS+OSA had higher BMI, HbA1c, C-reactive protein and low-density lipoprotein. ODI was independently associated with impaired QoL. Excessive daytime sleepiness (EDS) was independently associated with anxiety, depression and impaired QoL. Conclusions: OSA is highly prevalent and is associated with impaired QoL and worse metabolic profile in women with PCOS. Interventional studies are needed to examine the impact of OSA in women with PCOS.