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Objective: The purpose of this study was to investigate the effects of a long-term weight loss therapy in two groups (insulin resistance [IR] and non-insulin resistance [non-IR]) of obese adolescents based on metabolic profile, biomarkers of inflammation, and fibroblast growth factor-21 (FGF-21) concentrations. Methods: Obese adolescents (15–19 years) were randomised into two groups (IR=8 and non-IR=9) and monitored through clinical, exercise training, nutritional, and psychological counselling over 1 year. Measurements of inflammatory biomarkers and FGF-21 were performed. The effects of therapy were verified by two-way ANOVA and post hoc analyses were performed (α ≤5%). Results: A reduction in body mass, visceral fat, and an increase in adiponectin in both groups was found. Only the non-IR group demonstrated improved BMI, body fat mass, lean body mass, and waist circumference. Indeed, in the non-IR group, FGF-21 presence was positively correlated with high-density lipoprotein cholesterol and lean body mass and inversely correlated with plasminogen activator inhibitor-1 and triglycerides. In the IR group, there was a reduction in FGF-21 concentration, adiponectin/leptin ratio, insulin, total cholesterol, low-density lipoprotein cholesterol, and plasminogen activator inhibitor-1. FGF-21 was negatively correlated with delta-triglycerides, waist circumference, and low-density lipoprotein cholesterol. The IR prevalence reduced from 47% to 23.5% in the studied population. Conclusions: Although the multicomponent clinical approach improves, in both analysed groups and in both metabolic and inflammatory states, the presence of IR resulted in a reduction in both FGF-21 concentration and adiponectin/leptin ratio. Additionally, in the IR group, FGF-21 was negatively correlated with proinflammatory markers, and in the non-IR group it was positively associated with high-density lipoprotein, suggesting its role in the control of inflammation counteracting IR. In this way, we suggest that IR can impair the anti-inflammatory effects of FGF-21. It will be helpful if these results can be confirmed in a large cohort, underlying physiological mechanisms to explore how these results can help in setting up more prospective studies.