Background: Polycystic ovary syndrome (PCOS) is one of the most frequent endocrine disorders. The PCOS manifest by hyperandrogenism, hypertension and cholesterol and lipoprotein improper profiles. Changing the life style, e.g. increasing physical activities is the first approach in controlling PCOS. Materials and Methods: Twenty-four women affected by polycystic ovary syndrome (PCOS) after medical screening were divided in to two groups: Experimental group (n = 12) and control group (n = 12), with the average age, weight, height, BMI and WHR of 26.87 ± 4.43 years, 75.71 ± 10.65 kg. 159.29 ± 6.44 cm, 29.86 ± 3.22 kg/m ² and 91.75 ± 5.86 respectively. First the body composition such as BMI, WHR, percent body fat, weight and body fat mass were measured. In fasting blood samples the level of HDL, LDL, VLDL, triglyceride and cholesterol were measured. Then the experiment group underwent the effect of an aerobic exercise program. After 12 weeks, all the measured variables before intervention the test were re-measured. Correlated t-test was used for comparing the two groups before and after intervention the test and independent t-test was used for comparing the two groups (P < 0.05). Results: The results showed that after 12 weeks of exercise, BMI, WHR, fat rate, weight and fat mass and triglyceride had significant reduction and HDL had significant increase. But no significant changes happened in LDL, VLDL, and cholesterol levels. Conclusion: Reducing the weight by aerobic exercise in obese women and affected by PCOS can correct lipoprotein profile and improving health.