Inflammation is considered as one of the most primary protective innate immunity responses, closely related to the body’s defense mechanism for responding to chemical, biological infections, or physical injuries. Furthermore, prolonged inflammation is undesirable, playing an important role in the development of various diseases, such as heart disease, diabetes, Alzheimer’s disease, atherosclerosis, rheumatoid arthritis, and even certain cancers. Marine-derived fungi represent promising sources of structurally novel bioactive natural products, and have been a focus of research for the development of anti-inflammatory drugs. This review covers secondary metabolites with anti-inflammatory activities from marine-derived fungi, over the period spanning August 2018 to July 2024. A total of 285 anti-inflammatory metabolites, including 156 novel compounds and 11 with novel skeleton structures, are described. Their structures are categorized into five categories: terpenoids, polyketides, nitrogen-containing compounds, steroids, and other classes. The biological targets, as well as the in vitro and in vivo screening models, were surveyed and statistically summarized. This paper aims to offer valuable insights to researchers in the exploration of natural products and the discovery of anti-inflammatory drugs.