Aims/hypothesis Subclinical inflammation confers an increased risk of type 2 diabetes, cardiovascular disease, neurodegenerative disorders and other age-related chronic diseases. Physical activity and diet can attenuate systemic immune activation, but it is not known which individual components of a comprehensive lifestyle intervention are most effective in targeting subclinical inflammation. Methods We used data from the baseline examination and the 1 year follow-up of a subsample of 406 of 522 participants of the Finnish Diabetes Prevention Study (DPS) to estimate the effect of individual components of lifestyle intervention on C-reactive protein (CRP) and IL-6 levels, which represent the best characterised proinflammatory risk factors for type 2 diabetes. Changes in metabolic markers, dietary patterns and exercise were analysed to determine which were most strongly associated with the anti-inflammatory effect of lifestyle changes. Results Lifestyle intervention reduced circulating levels of CRP (p < 0.001) and IL-6 (p = 0.060). Increases in fibre intake and moderate to vigorous leisure time physical activity (LTPA), but not total LTPA, predicted decreases in CRP and/or IL-6 and remained associated even after adjustment for baseline BMI or changes in BMI during the first year of the study. Changes in carbohydrate or fat intake were either weakly or not linked to reductions in CRP and IL-6. Conclusions/interpretation The present study assessed the individual effects of dietary and physical activity measures on low-grade inflammation in individuals at high cardiometabolic risk. Our results underline the importance of moderate to vigorous LTPA and a diet rich in natural fibre, and this should be emphasised in lifestyle recommendations. Trial registration: ClinicalTrials.gov NCT00518167 Funding: The study was funded by the European Foundation for the Study of Diabetes, the German Federal Ministry of Health, the Ministry of Innovation, Science, Research and Technology of the State of North Rhine-Westphalia, the German Diabetes Foundation (Deutsche Diabetes-Stiftung), the Department of Internal Medicine II--Cardiology at the University of Ulm, the Academy of Finland, the Juho Vainio Foundation, the Finnish Ministry of Education, the Novo Nordisk Foundation, the Yrjö Jahnsson Foundation, the Finnish Diabetes Research Foundation and EVO funds from Tampere and Kuopio University Hospital.