PCOS can severely affect hormone levels that come directly from the pituitary........this can also affect dopamine, endorphine and seratonin release. Not sure of direct correlation but it stands to reason that you should get hormone panels done regularly LHFSH(Luetinising Hormone and Follicular stimulating hormone), Eostrogen, progesterone (forgive spelling).

In saying this I have a friend that has PCOS and does not suffer mental illness.

Good luck babe........