Objectives: The first objective was to evaluate whether the metabolic syndrome (MS) involves deregulation of TNF-α and IL-6 release by non-infiltrated peritoneal macrophages, using obese Zucker rats as the experimental model of MS and lean Zucker rats as a reference for healthy control values. The second purpose was to evaluate in the obese rats the effects of habitual exercise and of a bout of acute exercise on the observed MS-associated deregulation in the release of TNF-α and IL-6 by peritoneal macrophages. Methods: The habitual exercise consisted of treadmill running: 5 days/week for 14 weeks and 35 cm/s for 35 min in the last month. The acute exercise consisted of a single session of 25–35 min at 35 cm/s. The constitutive or lipopolysaccharide (LPS)-induced release of TNF-α and IL-6 by cultured (24 h, 5% CO2, 100% relative humidity) peritoneal macrophages was determined by ELISA. Results: Macrophages from the obese rats released more IL-6 than those from the lean healthy rats, both spontaneously and after LPS stimulation. However, both spontaneous and LPS-induced release of TNF-α was lower in the obese rats. This deregulated balance in the release of IL-6 and TNF-α in the obese rats was clearly improved following adherence to the program of habitual exercise, reflected by a decrease in the spontaneous release of IL-6 together with a better regulation between the spontaneous and LPS-induced release of TNF-α, approaching the behavior of the lean healthy rats. In addition, an acute bout of exercise decreased the spontaneous release of IL-6 and increased the spontaneous release of TNF-α in the sedentary, but not in the exercise-adapted obese rats. Conclusion: MS involves a deregulation of TNF-α and IL-6 release by non-infiltrated peritoneal macrophages, which is improved by habitual physical activity.