In this paper we prove the universal property of skew $PBW$ extensions generalizing this way the well known universal property of skew polynomial rings. For this, we will show first a result about the existence of this class of non-commutative rings. Skew $PBW$ extensions include as particular examples Weyl algebras, enveloping algebras of finite-dimensional Lie algebras (and its quantization), Artamonov quantum polynomials, diffusion algebras, Manin algebra of quantum matrices, among many others. As a corollary we will give a new short proof of the Poincar\'{e}-Birkhoff-Witt theorem about the bases of enveloping algebras of finite-dimensional Lie algebras.