Polycystic ovary syndrome (PCOS) is the most common endocrine disorder among women of reproductive age, with hyperandrogenism present in up to 90% of affected women. Some evidence suggests a link between vitamin D deficiency and PCOS features via insulin resistance and inflammation. Our aim was to explore the relationship between biochemical markers of vitamin D status and androgens in women with PCOS. This cross-sectional study used bio-banked samples from 46 pre-menopausal women with PCOS (mean ± SD: age 30 ± 6 years; BMI 29 ± 6 kg/m2). We measured 25-hydroxyvitamin D (25[OH]D), vitamin D-binding protein (DBP), total testosterone, sex hormone-binding globulin (SHBG), and calculated the free androgen index (FAI) and bioavailable and free 25(OH)D. Fasting glucose and insulin were used to calculate the homeostatic model assessment of insulin resistance (HOMA-IR) and body fat percentage was determined via dual energy x-ray absorptiometry. High-sensitivity C-reactive protein (hs-CRP) was measured as a marker of inflammation. DBP was positively associated with total 25(OH)D and expectedly, negatively associated with free 25(OH)D. There were no associations between vitamin D metabolites and total testosterone, SHBG or FAI, even after adjusting for age, body fat percentage, HOMA-IR and hs-CRP. We found no associations between vitamin D metabolites and androgens in women with PCOS. Studies that have identified a vitamin D–androgen link have largely relied on methodology with numerous pitfalls; future studies should exclusively use gold-standard measures to confirm these findings in this population.