Adipose tissue is a multifunctional organ that regulates many physiological processes such as energy homeostasis, nutrition, the regulation of insulin sensitivity, body temperature, and immune response. In this review, we highlight the relevance of the different mediators that control adipose tissue activity through a systematic review of the main players present in white and brown adipose tissues. Among them, inflammatory mediators secreted by the adipose tissue, such as classical adipokines and more recent ones, elements of the immune system infiltrated into the adipose tissue (certain cell types and interleukins), as well as the role of intestinal microbiota and derived metabolites, have been reviewed. Furthermore, anti-obesity mediators that promote the activation of beige adipose tissue, e.g., myokines, thyroid hormones, amino acids, and both long and micro RNAs, are exhaustively examined. Finally, we also analyze therapeutic strategies based on those mediators that have been described to date. In conclusion, novel regulators of obesity, such as microRNAs or microbiota, are being characterized and are promising tools to treat obesity in the future.