The number of people who are overweight or obese is increasing worldwide and the quality of life of these people can be affected by their condition. Physical training has been studied in obese patients and is correlated with low-grade inflammation and alterations in the immune system. This study investigated the effect of concurrent training on anthropometric, inflammatory, and immunological parameters in overweight and obese adults. Fourteen sedentary volunteers (men and women) with a body mass index between 25 kg/m² and 39.9 kg/m² from Porto Alegre, Brazil attended a 12-week course of concurrent training. We analyzed: prior to and after training, anthropometric parameters, cytokine serum levels (interleukin 6, tumor necrosis factor α, interferon γ, interleukin 17A and interleukin 10; measured by enzyme-linked immunosorbent assay), high-sensitive C reactive protein (measured by turbidimetry), and the frequency of T lymphocytes and monocytes (CD3+CD4+, CD3+CD8+, and HLA-DR+) in peripheral blood (measured by flow cytometry). The sample consisted of ten women and four men with a mean ± SD age of 47.58 ± 3.01 years. After 12 weeks of training we observed a reduction in body weight, body mass index, waist, abdomen, and hip circumferences, the percentage mass of fat, and an increase in the time taken to reach exhaustion (p < 0.05). The participants had increased frequencies of CD3+CD4+ and CD3+CD8+ T lymphocytes and a reduction in the frequencies of HLA-DR+ monocytes (p < 0.05). Interestingly, the levels of tumor necrosis factor α and high-sensitive C reactive protein increased (p < 0.05). Our data suggest that concurrent training can improve body composition as well as increasing T cell proliferation in overweight and obese patients. However, the progression of the exercises can be physiologically stressful to these patients, as demonstrated by the inflammatory markers.