Obesity-induced inflammatory changes in white adipose tissue (WAT), which caused dysregulated expression of inflammation-related adipokines involving tumor necrosis factor-α and monocyte chemoattractant protein-1, contribute to the development of insulin resistance. Moreover, current literature reports state that WAT generates reactive oxygen species (ROS), and the enhanced production of ROS in obese WAT has been closely associated with the dysregulated expression of adipokines in WAT. Therefore, the reduction in excess WAT and oxidative stress that results from obesity is thought to be one of the important strategies in preventing and improving lifestyle-related diseases. Exercise training (TR) not only brings about a decrease in WAT mass but also attenuates obesity-induced dysregulated expression of the adipokines in WAT. Furthermore, some reports indicate that TR affects the generation of oxidative stress in WAT. This review outlines the impact of TR on the expression of inflammation-related adipokines and oxidative stress in WAT.