Obesity, defined as the excess development of adipose tissue, is an important risk factor for metabolic and cardiovascular diseases such as type 2 diabetes, hypertension and atherosclerosis. Over the past few years, metabolic inflammation has emerged as a major process underlying the link between obesity and its associated pathologies. Adipose tissue appears to play a primary and crucial role as a source and site of inflammation. Accumulation of immune cells within adipose tissue occurs in obese conditions. The present review focuses on the relationship between adipose tissue and immune cells, including macrophages, dendritic cells, T and B lymphocytes, and natural killer cells, in both the physiological state and under obese conditions. The factors involved in the accumulation of both myeloid and lymphoid cells in adipose tissue are also described. In addition, the role of adipose-tissue immune cells on adipocyte metabolism and cells of the adipose tissue stromal-vascular fraction are discussed, with particular emphasis on the cross-talk between macrophages and adipocytes, together with recent reports of T lymphocytes in adipose tissue.