Dyslipidemia and inflammation are frequently found in some diseases, such as obesity, type 2 diabetes mellitus, and cancer cachexia. Recent literature has identified that lipids have a pivotal role in the activation of inflammatory pathways, increasing the production of inflammatory cytokines, mainly tumor necrosis factor alpha, interleukin 6 and 1β. On the other hand, cytokines can promote disruption of lipid metabolism, in special cholesterol reverse transport, which is linked to development of atherosclerosis. With this in mind, acute and chronic exercise trainings have been pointed as important tools to counteract both dyslipidemia symptoms and systemic inflammation. Moreover, physical activity has been recommended in the prevention/treatment of the above mentioned outcomes by important health organizations around the world, mainly because it costs less and generates fewer side effects than isolated medicine. Despite the well-documented capacity of acute and chronic exercise training to counteract sustained disease-related immunometabolism, we have chosen to take a look from a current perspective in molecular pathways and in the field of epidemiology. The aim of the present review was therefore to discuss the results of dyslipidemia and inflammatory conditions with acute and chronic exercise training, which underlies the field of molecular pathways and epidemiology. The mechanisms underlying the response to the treatment are considered.