Obesity is strongly associated with the degree of inflammation characterised by proinflammatory cytokines, such as tumour necrosis factor-α (TNF-α). Lifestyle modification with exercise is the right strategy because it can stimulate interleukin 6 (IL-6) secretion which acts as an anti-inflammatory. This study aimed to analyse the response of interval and continuous exercise to inflammatory markers in obese women. Twenty-four women participated in this study and were randomly divided into 3 groups: CONG (n=8, control group without any intervention): MCEG (n=8, continuous exercise group) and MIEG (n=8, interval exercise group). ELISA was used to measure the levels of IL-6 and TNF-α, pre-exercise and post-exercise. The data were analysed using the paired sample t-test. The mean levels of TNF-α, pre-exercise and post-exercise, were 19.35±2.73 vs 19.36±2.23 pg/ml (P=0.989) in CONG, 19.42±2.79 vs 16.63±0.82 pg/ml (P=0.017) in MCEG, and 19.46±3.08 vs 16.96±2.11 pg/ml (P=0.079) in MIEG. Mean levels of IL-6, pre-exercise and post-exercise, were 7.56±2.88 vs 7.66±4.12 pg/ml (P=0.957) for CONG, 7.68±3.41 vs 13.97±2.38 pg/ml (P=0.001) for MCEG, and 7.78±1.99 vs 13.66±3.55 pg/ml (P=0.001) for MIEG. We concluded that interval and continuous exercise decreased pro-inflammatory and increased anti-inflammatory cytokines.