This study investigated the acute and chronic effects of 4 weeks of High Intensity Interval Training (HIIT) on cytokines and oxidative stress markers in postmenopausal obese women. Ten post‐menopause sedentary obese women (age 58.25 ± 3.10 years; BMI 31.70 ± 1.34 kg/m²) performed 4 weeks of high intensity interval exercise (60 seconds of effort at 85%‐90% Maximal Heart Rate interspersed by 75 seconds of recovery at sessions of 40% Maximal Heart Rate) twice a week. Blood samples were collected before and immediately after the first and the last (8th) high intensity interval exercise (HIIE) session to analyze interleukin(IL)‐1β, IL‐1ra, IL‐6, IL‐10, monocyte chemoattractant protein‐1 (MCP‐1) levels and lipid peroxidation (TBARS), nitrites, and advanced oxidation protein products (AOPP). An elevation in MCP‐1, IL‐6, and IL‐10 levels and in TBARS and AOPP occurred immediately after the first HIIE. After 4 weeks of HIIT, the participants presented lower levels of IL‐6 and higher amounts of IL‐1ra and IL‐10 at rest. The last HIIE session induced an elevation only in IL‐6, IL‐10, and IL‐1ra levels, but not in MCP‐1, IL‐1β, and TBARS levels. In conclusion, HIIT induced anti‐inflammatory effects in postmenopausal obese women, with little changes in oxidative stress markers.