Polycystic ovary syndrome (PCOS) is a common condition with serious physiological and psychological health consequences. It affects women across their reproductive lifespan and is associated with pregnancy complications, including gestational diabetes, preeclampsia, and large gestational-age babies. PCOS is associated with excess weight gain, which, in turn, exacerbates the health burden of PCOS. Therefore, weight management, including a modest weight loss, maintenance of weight loss, prevention of weight gain, and prevention of excess gestational weight gain, is a first-line treatment for women with PCOS during and independent of pregnancy. Despite evidence-based guidelines, international position statements, and Cochrane reviews promoting lifestyle interventions for PCOS, the optimal complexity, intensity, and behavioral components of lifestyle interventions for women with PCOS are not well understood. The focus of this narrative review is the evidence supporting the use of behavioral strategies in weight management interventions for reproductive-aged women to apply to PCOS. Behavioral theories, behavior change strategies, and psychological correlates of weight management have been thoroughly explored in weight loss interventions in the general population, reproductive-aged women, and peri-natal women. This article uses this parallel body of research to inform suggestions regarding lifestyle interventions in women with PCOS. Outcomes of weight management programs in women with PCOS are likely to be improved with the inclusion of behavioral and psychological strategies, including goal setting, self-monitoring, cognitive restructuring, problem solving, and relapse prevention. Strategies targeting improved motivation, social support, and psychological well-being are also important. These can be applied to the clinical management of women with PCOS at different reproductive life stages.