The impact of obesity on adipose tissue function is well acknowledged, but the role of physical exercise in regulating inflammatory markers and gene expression in obese individuals remains uncertain. This study aims to investigate the effects of chronic exercise on inflammatory gene expression in adipose tissue and to explore sex differences in response to exercise. The study involved 29 obese participants (13 men, 16 women) aged 38 to 54 years with a mean BMI of 36.05 ± 4.99 kg/m2. Participants underwent an 8-week concurrent training program comprising three weekly sessions of ~60 min each. The sessions included joint mobility exercises, cardiovascular activation, and cardiorespiratory resistance exercises at medium to low intensity. A fine-needle aspiration biopsy of abdominal subcutaneous adipose tissue was performed for gene expression analysis using quantitative polymerase chain reaction (qPCR). The study demonstrated that chronic exercise modulates the expression of pro-inflammatory genes in subcutaneous adipose tissue, particularly ADIPOR2 (p = 0.028), leptin (p = 0.041), and IFNg (p = 0.040) (downregulated). Interestingly, regardless of sex, the exercise programs had an independent effect on pro-inflammatory genes. Overall, this study provides insight into the role of chronic exercise in modulating adipose tissue gene expression in obese individuals. Further research involving both sexes is recommended to tailor exercise interventions for better outcomes.