It is recognized that a chronic low-grade inflammation and an activation of the immune system are involved in the pathogenesis of obesity-related insulin resistance and type 2 diabetes. Systemic inflammatory markers are risk factors for the development of type 2 diabetes and its macrovascular complications. Adipose tissue, liver, muscle and pancreas are themselves sites of inflammation in presence of obesity. An infiltration of macrophages and other immune cells is observed in these tissues associated with a cell population shift from an anti-inflammatory to a pro-inflammatory profile. These cells are crucial for the production of pro-inflammatory cytokines, which act in an autocrine and paracrine manner to interfere with insulin signaling in peripheral tissues or induce β-cell dysfunction and subsequent insulin deficiency. Particularly, the pro-inflammatory interleukin-1β is implicated in the pathogenesis of type 2 diabetes through the activation of the NLRP3 inflammasome. The objectives of this review are to expose recent data supporting the role of the immune system in the pathogenesis of insulin resistance and type 2 diabetes and to examine various mechanisms underlying this relationship. If type 2 diabetes is an inflammatory disease, anti-inflammatory therapies could have a place in prevention and treatment of type 2 diabetes.