Women with polycystic ovary syndrome (PCOS) are at increased risk of developing insulin resistance and type 2 diabetes mellitus (T2DM). In this study, we attempted to list the proteomic biomarkers of PCOS and T2DM that have been published in the literature so far. We identified eight common biomarkers that were differentially expressed in both women with PCOS and T2DM when compared with healthy controls. These include pyruvate kinase M1/M2, apolipoprotein A-I, albumin, peroxiredoxin 2, annexin A2, α-1-B-glycoprotein, flotillin-1 and haptoglobin. These biomarkers could help improve our understanding of the links between PCOS and T2DM and could be potentially used to identify subgroups of women with PCOS at increased risk of T2DM. More studies are required to further evaluate the role these biomarkers play in women with PCOS and T2DM.