Current evidence supports the adoption of healthy diet and physical activity (PA) behaviors in patients with polycystic ovary syndrome (PCOS), given the positive effects of those behaviors on physical well-being. An improved understanding of the associations between diet and PA with PCOS is needed to ascertain whether tailored dietary and PA recommendations are needed for this population. Thus, we investigated the associations of diet and PA with PCOS and its isolated features. Cross-sectional study. Of the 748 women who were included in this study from the Coronary Artery Risk Development in Young Adults (CARDIA) Women’s Study, 40 were classified as having PCOS, 104 had isolated hyperandrogenism (HA) and 75 had isolated oligomenorrhea (OA). Dietary intake was measured using the CARDIA diet history questionnaire and diet quality was scored using the Alternative Healthy Eating Index 2010; a higher score indicated a better quality diet. Self-reported PA was measured using a validated interviewer-administered questionnaire. Polytomous logistic regression analyses examined the associations between diet and PA with PCOS, HA, and OA status (outcomes), adjusting for age, race, total energy intake, education, and/or body mass index. The threshold for statistical significance was set at p < 0.05. Mean age of the participants was 25.4 years (SD 3.6) and 46.8% of participants were Black women. There was little to no association of total energy intake, nutrients, diet quality, and PA with PCOS, HA or OA status. Energy intake, nutrient composition, diet quality, and PA were not associated with PCOS, supporting recent PCOS guidelines of using national recommendations for the general population to encourage health-promoting behaviors among women with PCOS. However, longitudinal studies evaluating changes in diet and physical activity in relation to the development and/or the progression of PCOS are needed to establish a causal association.