This study investigated the peripheral frequency of monocytes, CD4 + T cell subsets and the systemic levels of cytokines in lean and obese men with different levels of cardiorespiratory fitness (CRF). Mononuclear cells were obtained from 45 lean and 45 obese men who were assigned into six groups according to their body mass index and CRF (low, moderate, or high VO_2Peak) to analyze the frequency of monocyte subsets and subpopulations of CD4 + T cells (Treg cells, CD4 + CD25^highCD127^low; mTeff, CD4 + CD25‐CD39+; mTreg, CD4 + CD25+CD39+). The systemic levels of interleukin (IL)‐6, IL‐10, IL‐17a, IL‐33, leptin, and tumor necrosis factor‐alpha (TNF‐α) were also evaluated. Seven sedentary obese men performed one week of high‐intensity interval training (HIIT, 3 sessions/week), and blood samples were collected before and 24 hours after the last session for phenotypic analysis of T cells and monocytes. Obese individuals presented an inflammatory profile characterized by lower frequencies of Treg and mTreg cells and higher proportions of proinflammatory monocytes. However, higher CRF status increased the frequencies of Treg cells and mTreg cells and decreased the percentage of CD4 + mTeff cells and intermediate and non‐classical monocytes in the peripheral blood from lean and obese men. Systemic lower levels of proinflammatory (IL‐6 and TNF‐) cytokines and higher concentrations of IL‐10 and IL‐33 were observed in moderate and higher CRF in all subjects. HIIT increased the proportions of circulating mTreg and Treg cells in sedentary obese individuals. The immunoregulatory role of CRF contributes to the maintenance of low levels of inflammatory mediators.