Polycystic ovary syndrome (PCOS) is a complex hormonal disorder which impairs ovarian function. The adherence to healthy dietary patterns and physical exercise are the first line of recommended treatment for PCOS patients, but it is yet unclear what type of diet is more adequate. In this case-control study, we explored associations between adherence to five dietary quality indices and the presence of PCOS. We enrolled 126 cases of PCOS and 159 controls living in Murcia (Spain). Diagnostic of PCOS and its phenotypes were established following the Rotterdam criteria (hyperandrogenism (H), oligoanovulation (O), polycystic ovaries morphology (POM)). We used a validated food frequency questionnaires to calculate the scores of five dietary indices: alternate Healthy Eating index (AHEI), AHEI-2010, relative Mediterranean Dietary Score (rMED), alternate Mediterranean Dietary Score (aMED) and Dietary Approaches to Stop Hypertension (DASH). We used multivariable logistic regression to estimate adjusted odds ratios and confidence intervals. In the multivariable analysis, AHEI-2010 index was inversely associated with Hyperandrogenism + Oligoanovulation PCOS phenotype (OR vs. = 0.1; 95% CI: (0.0; 0.9); P = 0.02). We did not find any statistical significant association between dietary indices and total anovulatory or ovulatory PCOS. However, further studies with higher sample sizes exploring these associations among the diverse phenotypes of PCOS are highly warranted.