Background: Recent studies have demonstrated the role of micronutrients in the manifestation of comorbidities associated with obesity. Vitamin D deficiency, in particular, appears to be associated with increased levels of inflammatory markers, which may lead to chronic low-grade inflammation, elevating the risk of chronic diseases such as diabetes, metabolic syndrome, and cardiovascular disease. The objective of this study was to perform a systematic review of observational studies conducted to investigate the effect of vitamin D deficiency on inflammatory markers in obese subjects. Methodology: This systematic review was conducted in accordance with the “STROBE” and PRISMA recommendations. Observational studies that evaluated the effect of vitamin D status on inflammatory markers in obese subjects were selected and reviewed. Searches were conducted in the PubMed, SciVerse Scopus, and Web of Science databases from February 21 to 22, 2018. Results: After the selection and removal of duplicate articles, 10 eligible articles were identified. Results from eight observational studies showed an association between vitamin D deficiency or insufficiency in the body and increased concentrations of inflammatory markers in obese individuals. On the other hand, two of the studies did not demonstrate any correlation. With regard to the inflammatory markers evaluated, eight studies showed high concentrations of ultra-sensitive C-reactive protein, five studies found an increase in interleukin-6 concentrations, and two studies noted increased levels of tumor necrosis factor. Conclusion: The data presented in this systematic review provide evidence of the association between vitamin D deficiency and increased inflammation in obesity.