Obesity is a metabolic disorder with pandemic-like implications, lacking viable pharmaceutical treatments currently. Thermogenic adipose tissues, including brown and beige adipose tissues, play an essential role in regulating systemic energy homeostasis and have emerged as appealing therapeutic targets for the treatment of obesity and obesity-related diseases. The function of adipocytes is subject to complex regulation by a cellular network of immune signaling pathways in response to environmental signals. However, the specific regulatory roles of immune cells in thermogenesis and relevant involving mechanisms are still not well understood. Here, we concentrate on our present knowledge of the interaction between thermogenic adipocytes and immune cells and present an overview of cellular and molecular mechanisms underlying immunometabolism in adipose tissues. We discuss cytokines, especially interleukins, which originate from widely variable sources, and their impacts on the development and function of thermogenic adipocytes. Moreover, we summarize the neuroimmune regulation in heat production and expand a new mode of intercellular communication mediated by mitochondrial transfer. The crosstalk between immune cells and adipocytes achieves adipose tissue homeostasis and systemic energy balance. A deep understanding of this intricate interaction would provide evidence for improving thermogenic efficiency by remodeling the immune microenvironment. Interventions based on these factors show a high potential to prevent adverse metabolic outcomes in patients with obesity.