Obesity and depression, disorders associated with inflammation, have high incidences in women. Understanding the derangements present in the initial phase of obesity may point to factors that could help avoiding disease aggravation. The present study aimed at investigating the effects of a 6-months interdisciplinary therapy for weight loss in women with grade I obesity. Before and after the therapy, 37 middle-aged women donated blood and responded to questionnaires for depression and anxiety symptoms. Inflammatory parameters were evaluated in serum and a preliminary screening of the plasma proteome was performed. The therapy decreased anthropometric, psychological scores, and serum levels of inflammatory parameters. Depression and anxiety scores correlated positively with some inflammatory parameters. The proteomic analysis showed changes in proteins related to cholesterol metabolism and inflammatory response. Interdisciplinary therapy improves anthropometric and inflammatory statuses and ameliorating psychological symptoms. The decrease of MCP-1 levels after interdisciplinary therapy has not been reported so far, at the best of our knowledge. The present demonstration of positive associations of inflammatory markers and psychological scores indicate that these mediators may be useful to monitor psychological status in obesity. The present proteome data, although preliminary, pointed to plasma alterations indicative of improvement of inflammation after interdisciplinary therapy.