Metainflammation and malfunctions of toll-like receptor 4 (TLR4) are related to obesity-induced immunometabolic morbidities. There are almost no studies relating exercise training to the TLR4 pathway and its adaptors and negative regulators. Thirty young women with obesity (exercise group and control group) were included in a 10-week all-extremity combined high-intensity interval training program. The immunomodulatory impacts of exercise on TLR4, its related adaptors (TIR domain-containing adaptor-inducing IFN-β[TRIF], myeloid differentiation factor 88 [MyD88],and tumor receptor-associated factor 6 [TRAF6]), transcriptional factors (nuclear factor [NF]-κB and interferon regulatory factor 3 [IRF3]), and negative regulator (A20) mRNA levels were assessed by real-time PCR. Also, the serum concentration of TLR4 final products (tumor necrosis factor α [TNFα] and interferon γ [IFNγ]) was measured by ELISA. Cardiorespiratory and body composition parameters were tested, as well. There was a significant improvement in body composition and cardiorespiratory fitness. This intervention downregulated TLR4 (from 2.25 ± 1.07 to 0.84 ± 1.01), MyD88 (from 4.53 ± 5.15 to 1.27 ± 0.88), NF-κB (from 1.61 ± 2.03 to 0.23 ± 0.39), IRF3 (from 1.22 ± 0.77 to 0.25 ± 0.36), and A20 (from 0.88 ± 0.59 to 0.22 ± 0.33) levels and reduced the TNFα concentrations (from 22.39 ± 11.43 to 6.26 ± 5.31) significantly in the exercise group, while no statistically significant change was found in TRIF and TRAF6 expression and IFNγ circulating levels. It is concluded that long-term exercise modifies the inflammatory pathways and modulates the immune function at the early stages of inflammation initiation in circulating immune cells. Accordingly, we suggest time-efficient exercise protocols as a possible therapy approach for the prevention of M1 polarization.