The purpose of this study was to investigate the effect of 6 months aerobic exercise and diet alone or in combination on markers of inflammation (MOI) in circulation and in adipose abdominal tissue (AT) in obese women. Thirty obese subjects were randomized into a 24-week intervention: (1) exercise (EX), (2) diet (DI), and (3) exercise and diet (EXD). Blood samples were collected at baseline, after 12 and 24 weeks. AT biopsies were obtained only at baseline and after 24 weeks. In the EXD and DI groups, the fat loss was after 12 weeks was -13.74 and -7.8 % (P < 0.01) and after 24 weeks was -21.82 and -17 % (P < 0.01) with no changes in the EX group. After 12 and 24 weeks, maximal oxygen consumption (VO2max) was increased by 21.81-39.54 % (P < 0.05) in the EXD group and 18.09-40.95 % in the EX group with no changes in the DI group. In the EXD and DI groups, circulating levels of tumor necrosis factor α and interleukin 6 were decreased after 24 weeks for both groups (P < 0.01). No changes in the EX group. Homeostatic model assessment for insulin resistance decreased (P < 0.05) only after 24 weeks in the EXD group. In AT biopsies, subjects in the EXD and DI groups exhibited a significant decrease in MO (P < 0.01 for all). No changes in AT biopsies were found in the EX group. In conclusion, chronic aerobic exercise was found to have no effects on circulating and AT MOI despite an increased VO2max. Rather important body composition modifications were found to have beneficial effects on circulating and AT MOI in these obese women.