Obesity is defined as a condition of abnormal or excessive fat accumulation in white adipose tissue that results from the exacerbated consumption of calories associated with low energy expenditure. Fat accumulation in both adipose tissue and other organs contributes to a systemic inflammation leading to the development of metabolic disorders such as type 2 diabetes, hypertension, and dyslipidemia. Melatonin is a potent antioxidant and improves inflammatory processes and energy metabolism. Using male mice fed a high-fat diet (HFD—59% fat from lard and soybean oil; 9:1) as an obesity model, we investigated the effects of melatonin supplementation on the prevention of obesity-associated complications through an analysis of plasma biochemical profile, body and fat depots mass, adipocytes size and inflammatory cytokines expression in epididymal (EPI) adipose depot. Melatonin prevented a gain of body weight and fat depot mass as well as adipocyte hypertrophy. Melatonin also reversed the increase of total cholesterol, triglycerides and LDL-cholesterol. In addition, this neurohormone was effective in completely decreasing the inflammatory cytokines leptin and resistin in plasma. In the EPI depot, melatonin reversed the increase of leptin, Il-6, Mcp-1 and Tnf-α triggered by obesity. These data allow us to infer that melatonin presents an anti-obesity effect since it acts to prevent the progression of pro-inflammatory markers in the epididymal adipose tissue together with a reduction in adiposity.