Sedentary lifestyle leads to the accumulation of visceral fat. This is accompanied by the infiltration of immune cells with pro-inflammatory characteristics in adipose tissue, causing an increased release of cytokines and generating a low-grade inflammatory state. It has been associated with the development of insulin resistance, atherosclerosis, neurodegeneration, and development of tumors. Exercise can be used as a treatment to improve symptoms of many of these conditions because it promotes an anti-inflammatory effect. In this review we analyze the pro-inflammatory factors present in obesity and the induction of antiinflammatory factors that occur with exercise.