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Obesity resulting from the delivery of an excess amount of energy to adipose tissue from glucose or free fatty acids is associated with insulin resistance and adipose tissue inflammation. Reactive oxygen species (ROS) have been implicated as contributors to both the onset and the progression of insulin resistance. ROS can be generated by overloading the mitochondrial oxidative phosphorylation system, and also by nicotinamide adenine dinucleotide phosphate oxidases (NOX) produced by either adipocytes, which only produce NOX4, or by macrophages, which produce mainly NOX2. The source of the ROS might differ in the early, intermediate and late stages of obesity, switching from NOX4-dependence in the early phases to NOX2-dependence, in the intermediate phase, and transiting to mitochondria-dependence later in the time course of obesity. Thus, depending on the stage of obesity, ROS can be generated by three distinct mechanisms: i.e., NOX4, NOX2, and mitochondria. In this review, we will discuss whether NOX4-, NOX2-, and/or mitochondria-derived ROS is/are causal in the onset of adipocyte insulin resistance as obesity progresses. Moreover, we will review the pathophysiological roles of NOX4, NOX2, and mitochondria-derived ROS on adipose tissue inflammation.