Obesity is a major risk factor for metabolic disease, with white adipose tissue (WAT) inflammation emerging as a key underlying pathology. Alongside its major role in energy storage, WAT is an important endocrine organ, producing many bioactive molecules, termed adipokines, which not only serve as regulators of systemic metabolism, but also possess immunoregulatory properties. Furthermore, WAT contains a unique immune cell repertoire, including an accumulation of leukocytes that are rare in other locations. These include alternatively activated macrophages, invariant natural killer T cells, and regulatory T cells. Disruption of resident adipose leukocyte homeostasis contributes to obesity-associated inflammation and consequent metabolic disorder. Despite many recent advances in this new field of immuno-metabolism, fundamental questions of why and how inflammation arises as obesity develops are not yet fully understood. Exploring the distinct immune system of adipose tissue is fundamental to our understanding of the endocrine as well as immune systems. In this review, we discuss the roles of adipose tissue leukocytes in the transition to obesity and progression of inflammation and highlight potential anti-inflammatory therapies for combating obesity-related pathology.