Despite obesity being a major health concern, information on the early clinical changes that occur in plasma and tissues during obesity development and the influence of sexual dimorphism is lacking. This study investigated changes in tissue and organ histology, macrophage infiltration, plasma hormones, lipid, and chemokine and cytokine levels in mice fed on a high fat diet for 11-weeks. An increase in adiposity, accompanied by adipocyte hypertrophy and macrophage infiltration, was observed to be significantly greater in males than females. Important changes in cell morphology and histology were noted in the lungs, liver, kidney, spleen, and heart, which may indicate early signs for developing obesity associated comorbidities. Leptin, but not adiponectin, was significantly altered during weight gain. Additionally, leptin, but not adiposity, correlated with insulin levels. Interestingly, GM-CSF, TNFα, and IL-12 (p70) were not produced in the early stages of obesity development. Meanwhile, the production of MCP-1, IP-10, RANTES, IL-10, IL-6, KC, and IL-9 were greatly influenced by sexual dimorphism. Importantly, IL-6/IL-10 axis of anti-inflammatory cytokine regulation was observed only in females and may account for their significantly lower weight gain compared to males. This study provides new knowledge on how sexual dimorphism may influence the development of obesity and associated comorbidities.