The fields of immunology and metabolism are rapidly converging on adipose tissue. During obesity, many immune cells infiltrate or populate in adipose tissue and promote a low-grade chronic inflammation. Studies to date have suggested that perturbation of inflammation is critically linked to nutrient metabolic pathways and to obesity-associated complications such as insulin resistance and type 2 diabetes. Despite these advances, however, many open questions remain including how inflammatory responses are initiated and maintained, how nutrients impact the function of various immune populations, and how inflammatory responses affect systemic insulin sensitivity. Here we review recent studies on the roles of various immune cells at different phases of obesity and discuss molecular mechanisms underlying obesity-associated inflammation. Better understanding of the events occurring in adipose tissue will provide insights into the pathophysiological role of inflammation in obesity and shed light on the pathogenesis of obesity-associated metabolic syndrome.