Sex differences in obesity-induced complications such as type 2 diabetes have been reported. The aim of the study was to pinpoint the mechanisms resulting in different outcome of female and male mice on a high-fat diet (HFD). Mice fed control or HFD were monitored for weight, blood glucose, and insulin for 14 weeks. Circulating chemokines, islet endocrine function and blood flow, as well as adipose tissue populations of macrophages and regulatory T-lymphocytes (T(reg)) were thereafter assessed. Despite similar weight (43.8 ± 1.0 and 40.2 ± 1.5 g, respectively), male but not female mice developed hyperinsulinemia on HFD as previously described (2.5 ± 0.7 and 0.5 ± 0.1 pmol/l, respectively) consistent with glucose intolerance. Male mice also exhibited hypertrophic islets with intact function in terms of insulin release and blood perfusion. Low-grade, systemic inflammation was absent in obese female but present in obese male mice (IL-6 and mKC, males: 77.4 ± 17 and 1795 ± 563; females: 14.6 ± 4.9 and 240 ± 22 pg/ml), and the population of inflammatory macrophages was increased in intra-abdominal adipose tissues of high-fat-fed male but not female mice. In contrast, the anti-inflammatory T(reg) cell population increased in the adipose tissue of female mice in response to weight gain, while the number decreased in high-fat-fed male mice. In conclusion, female mice are protected against HFD-induced metabolic changes while maintaining an anti-inflammatory environment in the intra-abdominal adipose tissue with expanded T(reg) cell population, whereas HFD-fed male mice develop adipose tissue inflammation, glucose intolerance, hyperinsulinemia, and islet hypertrophy.