In most humans, obesity is associated with a chronic low-grade inflammatory reaction occurring in several organ tissues, including the adipose tissue. Infiltration of bone marrow derived leukocytes (granulocytes, monocytes, lymphocytes) into expanding adipose depots appears to be an integral component of inflammation in obesity. Circulating leukocytes invade organ tissues mainly through post-capillary venules in the microcirculation. The endothelium of the post-capillary venules acts as a gatekeeper to leukocyte adhesion and extravasation by displacing on its luminal surface adhesion molecules that bind the adhesive receptors expressed on circulating leukocytes. Several studies investigating the impact of obesity on the microcirculation have demonstrated the occurrence of microvascular dysfunction in experimental animal model of obesity, as well as in obese humans. To date though, working hypotheses and study designs have favored the view that microvascular alterations are secondary to adipose tissue dysfunction. Indeed, a significant amount of data exists in the scientific literature to support the concept that microvascular dysfunction may precede and cause adipose tissue inflammation in obesity. Through review of key published data, this article prospectively presents the concept that in response to nutrients overload the vascular endothelium of the microcirculation acutely activates inflammatory pathways that initiate infiltration of leukocytes in visceral adipose tissue, well before weight gain and overt obesity. The anatomical and physiological heterogeneity of different microcirculations is also discussed toward the understanding of how obesity induces different inflammatory phenotypes in visceral and subcutaneous fat depots.