The number of individuals with obesity is growing worldwide and this is a worrying trend as obesity has shown to cause pathophysiological changes which result in the emergence of comorbidities such as cardiovascular disease, diabetes mellitus and cancer. In addition, cognitive performance may be compromised by immunometabolic deregulation of obesity. Although in more critical cases the use of medications is recommended, a physically active lifestyle is one of the main foundations for health maintenance, making physical training an important tool to reduce the harmful effects of excessive fat accumulation.The purpose of this review of the literature is to present the impact of immunometabolic alterations on cognitive function in individuals with obesity, and the role of exercise training as a non-pharmacological approach to improve the inflammatory profile, energy metabolism and neuroplasticity in obesity.An overview of the etiology and pathophysiology of obesity to establish a possible link with cognitive performance in obese individuals, with executive function being one of the most affected cognitive components. In addition, the brain-derived neurotrophic factor (BDNF) profile and its impact on cognition in obese individuals is discussed. Lastly, studies showing regular resistance and/or aerobic training which may be able to improve pathophysiological condition and cognitive performance through the improvement of the inflammatory profile, decreased insulin resistance and higher BDNF production are discussed.Exercise training is essential to reestablishment and maintenance of health by increasing energy expenditure, insulin resistance reduction, anti-inflammatory proteins and neurotrophin production corroborating to upregulation of body function.