The "cysts" from PCOS are actually follicles inside the ovaries (the follicles are supposed to burst each month and release the egg, but in PCOS when you don't ovulate, the follicles just remain). They aren't the typical cysts I think of as I've had ovarian cysts on my ovaries, but these, in the ultrasound at least, are much different, and I'm not sure those would cause pain. If you had an ovarian cyst, that COULD cause pain with intercourse, but I always had pain at other times too, not just intercourse. If you have PCOS, painful intercourse is indeed one of the symptoms, and it's called "dyspareunia". Try extra lubrication and see if that helps. But you should get checked out, just in case. Just know that it is definitely a symptom of PCOS.