Persistent low-grade systemic inflammation is a feature of chronic diseases such as cardiovascular disease (CVD), type 2 diabetes and dementia and evidence exists that inflammation is a causal factor in the development of insulin resistance and atherosclerosis. Regular exercise offers protection against all of these diseases and recent evidence suggests that the protective effect of exercise may to some extent be ascribed to an anti-inflammatory effect of regular exercise. Visceral adiposity contributes to systemic inflammation and is independently associated with the occurrence of CVD, type 2 diabetes and dementia. We suggest that the anti-inflammatory effects of exercise may be mediated via a long-term effect of exercise leading to a reduction in visceral fat mass and/or by induction of anti-inflammatory cytokines with each bout of exercise.