Obesity is associated with immunological perturbations that contribute to insulin resistance. Epigenetic mechanisms can control immune functions and have been linked to metabolic complications, although their contribution to insulin resistance still remains unclear. In this study, we investigated the link between metabolic dysfunction and immune alterations with the epigenetic signature in leukocytes in a porcine model of obesity. Global DNA methylation of circulating leukocytes, adipose tissue leukocyte trafficking, and macrophage polarisation were established by flow cytometry. Adipose tissue inflammation and metabolic function were further characterised by quantification of metabolites and expression levels of genes associated with obesity and inflammation. Here we show that obese pigs showed bigger visceral fat pads, higher levels of circulating LDL cholesterol, and impaired glucose tolerance. These changes coincided with impaired metabolism, sustained macrophages infiltration, and increased inflammation in the adipose tissue. Those immune alterations were linked to global DNA hypermethylation in both B-cells and T-cells. Our results provide novel insight into the possible contribution of immune cell epigenetics into the immunological disturbances observed in obesity. The dramatic changes in the transcriptomic and epigenetic signature of circulating lymphocytes reinforce the concept that epigenetic processes participate in the increased immune cell activation and impaired metabolic functions in obesity.