Obesity-related metabolic organ inflammation contributes to cardiometabolic disorders. In obese individuals, changes in lipid fluxes and storage elicit immune responses in the adipose tissue (AT), including expansion of immune cell populations and qualitative changes in the function of these cells. Although traditional models of metabolic inflammation posit that these immune responses disturb metabolic organ function, studies now suggest that immune cells, especially AT macrophages (ATMs), also have important adaptive functions in lipid homeostasis in states in which the metabolic function of adipocytes is taxed. Adverse consequences of AT metabolic inflammation might result from failure to maintain local lipid homeostasis and long-term effects on immune cells beyond the AT. Here we review the complex function of ATMs in AT homeostasis and metabolic inflammation. Additionally, we hypothesize that trained immunity, which involves long-term functional adaptations of myeloid cells and their bone marrow progenitors, can provide a model by which metabolic perturbations trigger chronic systemic inflammation.