Adipokines, or adipose tissue-derived cytokines/proteins, may be important factors linking excess adipose tissue to individual metabolic risk factors, and the overall metabolic syndrome. Current evidence supports that aerobic exercise, alone or combined with hypocaloric diet, improves symptoms of the metabolic syndrome, possibly by altering systemic levels of inflammatory adipokines. A number of studies show that increased physical activity leads to lower circulating levels of proinflammatory cytokines and higher levels of adiponectin. However, limited data show that exercise training does not influence adipose tissue adipokine expression or release. Conversely, exercise training may influence cytokine production by circulating mononuclear cells, another important source of elevated inflammation. Future studies are needed to investigate the cellular mechanisms by which exercise training affects inflammation and whether alterations in inflammation are one mechanism by which exercise improves components of the metabolic syndrome in at-risk individuals.