Obesity is related to low-grade systemic inflammation. This state of inflammation is characterized by the alteration in adipokine regulation, which may lead to a situation of cardiometabolic risk. The aim of this study was to evaluate the effects of a concurrent training program on markers of lipoinflammation in adult people with obesity, comparing the response to the training between men and women. A quasi-experimental, quantitative, and longitudinal study with a pre–post intervention was conducted. An 8-week concurrent training program was carried out, in which 26 individuals with obesity participated (mean ± SD; age = 46.38 ± 4.66) (BMI = 36.05 ± 4.99) (12 men and 14 women). Before and after the intervention period, blood samples were taken by percutaneous puncture. The blood levels of adiponectin and leptin were evaluated. Significant differences were obtained in the adiponectin–leptin ratio (A/L ratio) of the entire sample (p = 0.009, ES = 0.53), which indicates a decrease in the risk of cardiovascular diseases and lipoinflammation. There were no significant differences in the improvements observed after the training in A/L ratio between women (A/L change = +63.5%) and men (A/L change= +59.2%). It can be concluded that the combination of aerobic exercise and resistance training induced an improvement in markers of lipoinflammation and cardiometabolic risk in the individuals with obesity evaluated in this study.