Obesity with its associated complications represents a social, economic and health problem of utmost importance worldwide. Specifically, obese patients carry a significantly higher risk of developing cardiovascular disease compared to nonobese individuals. Multiple molecular mechanisms contribute to the impaired biological activity of the distinct adipose tissue depots in obesity, including secretion of proinflammatory mediators and reactive oxygen species, ultimately leading to an unfavorable impact on the cardiovascular system. This review summarizes data relating to the contribution of the main adipose tissue depots, including both remote (i.e., intra-abdominal, hepatic, skeletal, pancreatic, renal, and mesenteric adipose fat), and cardiac (i.e., the epicardial fat) adipose locations, on the cardiovascular system. Finally, we discuss both pharmacological and non-pharmacological strategies aimed at reducing cardiovascular risk through acting on adipose tissues, with particular attention to the epicardial fat.