A key pathological component of obesity is chronic low-grade inflammation, which is propagated by infiltration of immune cells into tissues and overproduction of pro-inflammatory cytokines. Cytokines that possess anti-inflammatory properties, such as interleukin (IL)-10 and IL6, may also play an important role. This study was designed to determine the impact of short-term exercise on the anti-inflammatory action of IL10 and IL6. Thirty-three inactive obese adults were randomized to two weeks of high-intensity interval training (HIIT) or moderate-intensity continuous training (MICT). Fasting blood samples were collected before and after training. Lipopolysaccharide (LPS)-induced tumor necrosis factor (TNF)-α production was measured in whole blood cultures in the presence or absence of IL10 or IL6. IL10 and IL6 receptor expression were measured on circulating monocytes, neutrophils, and T cells. HIIT and MICT reduced the ability of IL10 to inhibit LPS-induced TNFα production, with a greater effect with HIIT (Group × Time and IL10 × Time interactions, p's < 0.05). This reduction in IL10 function was not explained by altered IL10R1 expression, which was unchanged after training (p > 0.05). HIIT and MICT differentially affected IL6 function (Group × Time and IL6 × Time interactions, p's < 0.05) with evidence of reductions in the anti-inflammatory ability of IL6 with HIIT. Neither HIIT nor MICT altered levels of circulating IL10, IL6, or TNFα. The impact of short-term HIIT and MICT resulted in differential effects on anti-inflammatory cytokine function. The clinical implications remain to be determined but these novel findings indicate that measuring anti-inflammatory cytokine action could reveal important immunomodulatory effects of exercise. Trial registration: ClinicalTrials.gov NCT02164474. Keywords: High-intensity interval training; Interleukin-10; Interleukin-6; Moderate-intensity continuous training; Obesity.