(1) Background: Obesity and type 2 diabetes have been suspected to impact both intrinsic metabolism and function of circulating immune cells. (2) Methods: To further investigate this immunometabolic modulation, we profiled the phospholipidome of the peripheral blood mononuclear cells (PBMCs) in lean, normoglycemic obese (OBNG) and obese with dysglycemia (OBDysG) individuals. (3) Results: The global PBMCs phospholipidome is significantly downmodulated in OBDysG unlike OBNG patients when compared to lean ones. Multiple linear regression analyses show a strong negative relationship between the global PBMCs phospholipidome and parameters assessing insulin resistance. Even though all classes of phospholipid are affected, the relative abundance of each class is maintained with the exception of Lyso-PC/PC and Lyso-PE/PE ratios that are downmodulated in PBMCs of OBDysG compared to OBNG individuals. Interestingly, the percentage of saturated PC is positively associated with glycated hemoglobin (HbA1c). Moreover, a few lipid species are significantly downmodulated in PBMCs of OBDysG compared to OBNG individuals, making possible to distinguish the two phenotypes. (4) Conclusions: This lipidomic study highlights for the first-time modulations of the PBMCs phospholipidome in obese patients with prediabetes and type 2 diabetes. Such phospholipidome remodeling could disrupt the cell membranes and the lipid mediator’s levels, driving an immune cell dysfunction.