Local inflammation in obese adipose tissue has been shown to contribute to insulin resistance; however, the role of macrophage infiltration within skeletal muscle is still debatable. This study aimed to evaluate the association of skeletal muscle macrophage gene expression with adiposity levels and insulin sensitivity in obese patients. Twenty-two nondiabetic obese patients and 23 healthy lean controls were included. Obese patients underwent a 3-month weight loss intervention. Macrophage gene expression in skeletal muscle (quantitative real-time polymerase chain reaction), body composition (dual-energy X-ray absorptiometry), and insulin sensitivity (homeostatic model assessment (HOMA) and oral glucose tolerance test) were compared between groups and their associations were analyzed. To validate skeletal muscle findings, we repeated the analyses with macrophage gene expression in adipose tissue. Expression levels of macrophage genes (CD68, CD11b, CD206, CD16, CD40, and CD163) were lower in skeletal muscle tissue of obese versus lean participants. Macrophage gene expression was also found to be inversely associated with adiposity, fasting insulin, and HOMA (r = −0.4 ~ −0.6, p < 0.05), as well as positively associated with insulin sensitivity (r = 0.4 ~ 0.8, p < 0.05). On the other hand, adipose tissue macrophage gene expression showed higher levels in obese versus lean participants, presenting a positive association with adiposity levels. Macrophage gene expression, in both skeletal and adipose tissue samples, was only minimally affected by the weight loss intervention. In contrast with the established positive relationship between adiposity and macrophage gene expression, an unexpected inverse correlation between these 2 variables was observed in skeletal muscle tissue. Additionally, muscle macrophage gene expression was inversely correlated with insulin resistance.