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Changes in markers of inflammation (MOI) and fat distribution with weight loss between African-American (AA) and white (W) women have yet to be characterized. The purpose of this study was to examine potential ethnic differences in MOI and regional fat distribution with weight loss, and identify the associations between these markers and changes in regional fat distribution with weight loss among AA and W women. Subjects were 126 healthy, premenopausal women, BMI 27–30 kg/m2. They were placed on a weight-loss intervention consisting of diet and/or exercise until a BMI <25 was achieved. Fat distribution was measured with computed tomography, and body composition with dual-energy X-ray absorptiometry. Serum concentrations of tumor necrosis factor-α (TNF-α), soluble TNF receptor-I (sTNFR-I), sTNFR-II, C-reactive protein (CRP), and interleukin-6 (IL-6) were assessed. All MOI and adiposity measures significantly decreased with weight loss. Significant ethnic differences with weight loss were observed for fat mass, body fat, intra-abdominal adipose tissue (IAAT), sTNFR-I, and sTNFR-II. Mixed-model analysis indicated that adjusting for change in IAAT explained ethnic differences in change in TNF-α and the decrease in TNF-α with weight loss, while total fat mass only explained the decrease in sTNFR-I and sTNFR-II with weight loss. In conclusion, all MOI decreased following weight loss among W, whereas only IL-6 and CRP decreased following weight loss in AA. The most distinct phenotypic difference observed was a greater impact of weight loss on TNF-α in W compared to AA, which was directly associated with IAAT in W.