Macrophages are crucial in the inflammation associated with obesity. Exercise is the main non-pharmacological strategy against obesity, not only for improving metabolic impairment, but also because of its anti-inflammatory effects, particularly those mediated by β2 adrenergic receptors (β2-AR). Nevertheless, these anti-inflammatory effects could immunocompromise the innate response against pathogen challenge. Thus, the objective of this work was to evaluate the effect of obesity, and of exercise in this condition, on the β2 adrenergic regulation of the innate function of macrophages. High fat diet-induced obese C57BL/6J mice were used to evaluate the effects of acute and regular exercise on the phagocytic and microbicide capacities of peritoneal macrophages. Selective β2-AR agonist terbutaline (1 µM) decreased the phagocytic and microbicide activities of macrophages from control lean and obese sedentary animals. While acute exercise did not modify the inhibitory capacity of terbutaline, regular exercise abolished this inhibitory effect. These effects cannot be explained only by changes in the surface expression of β2-AR. In conclusion, (1) obesity does not alter the β2-AR-mediated decrease of the innate response of macrophages and (2) regular exercise can revert the inhibitory effect of terbutaline on the phagocytic activity of macrophages, although obesity seems to hinder this immunophysiological adaptation.