The comprehensive anabolic effects of insulin throughout the body, in addition to the control of glycemia, include ensuring lipid homeostasis and anti-inflammatory modulation, especially in adipose tissue (AT). The prevalence of obesity, defined as a body mass index (BMI) ≥ 30 kg/m2, has been increasing worldwide on a pandemic scale with accompanying syndemic health problems, including glucose intolerance, insulin resistance (IR), and diabetes. Impaired tissue sensitivity to insulin or IR paradoxically leads to diseases with an inflammatory component despite hyperinsulinemia. Therefore, an excess of visceral AT in obesity initiates chronic low-grade inflammatory conditions that interfere with insulin signaling via insulin receptors (INSRs). Moreover, in response to IR, hyperglycemia itself stimulates a primarily defensive inflammatory response associated with the subsequent release of numerous inflammatory cytokines and a real threat of organ function deterioration. In this review, all components of this vicious cycle are characterized with particular emphasis on the interplay between insulin signaling and both the innate and adaptive immune responses related to obesity. Increased visceral AT accumulation in obesity should be considered the main environmental factor responsible for the disruption in the epigenetic regulatory mechanisms in the immune system, resulting in autoimmunity and inflammation.