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Background: A physically active lifestyle is recommended to improve cardiometabolic health and fertility in women with polycystic ovary syndrome (PCOS), yet there are few randomized controlled trials investigating the effects of different exercise protocols on clinical reproductive outcomes. Our aim was to determine the effect of high-intensity interval training (HIT) on menstrual frequency, as a proxy of reproductive function, in women with PCOS. Methods: The IMPROV-IT study was a two-centre randomized controlled trial undertaken in Norway and Australia. Women with PCOS (Rotterdam criteria) were eligible for inclusion. After stratification for body mass index < or ≥27 kg/m2 and study centre, participants were randomly allocated by computer-generated random numbers (1:1:1) to high-volume HIT (HV-HIT), low-volume HIT (LV-HIT), or a control group. Measurements were assessed at baseline, after the 16-week exercise intervention and at 12-months follow-up. The primary outcome was menstrual frequency after 12 months. Secondary outcomes included markers of cardiometabolic and reproductive health, quality of life, and adherence to and enjoyment of HIT. Analysis was by intention-to-treat. Findings: The study took place between June 2015 and February 2020. We randomly allocated 64 participants to HV-HIT (n=20), LV-HIT (n=21), or the control group (n=23). There were no difference in menstrual frequency at 12 months between LV-HIT and control (frequency-ratio 0·09, 95%CI 0·06-0·12), HV-HIT and control (frequency-ratio 0·07, 95%CI 0·05-0·10) or LV-HIT and HV-HIT (frequency-ratio 0·09, 95%CI 0·07-0·13). More participants became pregnant in the LV-HIT group (n=5, 33·3%) than in the control group (n=0, p=0·02). Interpretation: HIT did not improve menstrual frequency in women with PCOS, but significantly increased pregnancy rate. Trial Registration: The study was registered in ClinicalTrials.gov (NCT02419482). Funding Statement: The Liaison Committee for Education, Research and Innovation in Central Norway, Norwegian University of Science and Technology, Australian Catholic University. Declaration of Interests: All authors declare no competing interests. Ethics Approval Statement: Ethics approval was obtained from the Regional Committee for Medical and Health Research Ethics in Central Norway (REK-midt 2015/468) and the ACU Human Research Ethics Committee (2017-260H). The procedures for data entry, coding, and storage have been approved by the Regional Committee Medical Research Ethics in Central Norway. All participants were informed about the experimental protocol and potential risks verbally and in writing before providing their written informed consent.