Obesity is a chronic condition whose management is a critical challenge for physicians. The scientific community has increased its focus on the molecular mechanisms involved in obesity etiopathogenesis to better manage patients with obesity and its associated complications. The tight connection between adipose tissue and the immune system has been demonstrated to play a crucial role in inflammation, and melatonin is important for circadian rhythm regulation and metabolic homeostasis, in which it orchestrates several molecular mechanisms involved in obesity and associated inflammation. Melatonin also regulates innate and adaptive immunity; its antioxidant properties are linked to reduced predisposition to infection and weight gain in patients with obesity through the modulation of the immune response, which has a significant beneficial effect on inflammation and, consequently, on the metabolic state. Low melatonin levels have been linked to obesity, and melatonin supplementation can reduce body weight, improve metabolic profile, and ameliorate immune responses and pro-inflammatory stimuli. The role of melatonin in obesity is mainly related to improved oxidative stress signaling, modulation of adipokine secretion, and a switching from white-to-brown adipose tissue phenotype and activity. Moreover, the role of melatonin in obesity modulation by controlling circadian rhythm has recently emerged as a pivotal mechanism for lipid and glucose metabolism dysfunction in adipose, muscle, and liver tissues. Melatonin may also regulate the immune system by acting directly on thymus morphology and activity as well as by modulating oxidative stress and inflammatory states during infections. The tight association between melatonin and immune response regulation is coordinated by Toll-like receptors, which are rhythmically expressed during the day. Their expression may be strongly modulated by melatonin as their signaling is highly inhibited by melatonin. The current review summarizes studies of melatonin-induced mechanisms involved in infection regulation, particularly the modulation of obesity-associated inflammation and systemic complications.