Objective To systematically review the efficacy of different exercises on inflammatory cytokines in individuals with overweight or obesity. Methods The CNKI, WanFang Data, VIP, PubMed, EBSCO, Cochrane Library, Web of Science and Embase databases were electronically searched to collect randomized controlled trials (RCTs) on the efficacy of exercise on inflammatory cytokines in individuals with overweight or obesity from January, 2000 to April, 2021. Two reviewers independently screened the literature, extracted data, and assessed the risk of bias of the included studies. The network meta-analysis was then performed using Stata 16.0 software. Results A total of 63 RCTs were included, 49 of which reported the changes in IL-6, 47 of which reported the changes in TNF-α, and 16 of which reported the changes in IL-10. The results of the network meta-analysis found that compared with those in the control group, aerobic exercise (AE) (SMD=−0.9, 95%CI −1.4 to −0.5, P<0.01) and high-intensity interval training (HIIT) (SMD=−1.3, 95%CI −2.3 to −0.3, P=0.011) significantly reduced IL-6. AE (SMD=−1.3, 95%CI −1.7 to −0.9, P<0.01), combined exercise (COM) (SMD=−0.7, 95%CI −1.3 to −0.1, P=0.02), and HIIT (SMD=−1.8, 95%CI −2.6 to −0.9, P<0.01) significantly reduced TNF-α; AE (SMD=0.8, 95%CI 0.1 to 1.5, P=0.03) significantly increased IL-10. The cumulative probability ranking results showed that HIIT was the most effective in reducing IL-6 and TNF-α and increasing IL-10, followed by AE and COM, and resistance training (RT) was the least effective. Conclusion Different exercise types have different effects on improving inflammation in individuals with overweight or obesity. HIIT can be suggested as the best exercise program to improve chronic inflammation in individuals with overweight or obesity. Due to the limited quantity and quality of the included studies, more high-quality studies are needed to verify the above conclusion.