Inflammation regulates energy metabolism in both physiological and pathological conditions. Pro-inflammatory cytokines involves in energy regulation in several conditions, such as obesity, aging (calorie restriction), sports (exercise), and cancer (cachexia). Here, we introduce a view of integrative physiology to understand pro-inflammatory cytokines in the control of energy expenditure. In obesity, chronic inflammation is derived from energy surplus that induces adipose tissue expansion and adipose tissue hypoxia. In addition to the detrimental effect on insulin sensitivity, pro-inflammatory cytokines also stimulate energy expenditure and facilitate adipose tissue remodeling. In caloric restriction (CR), inflammatory status is decreased by low energy intake that results in less energy supply to immune cells to favor energy saving under caloric restriction. During physical exercise, inflammatory status is elevated due to muscle production of pro-inflammatory cytokines, which promote fatty acid mobilization from adipose tissue to meet the muscle energy demand. In cancer cachexia, chronic inflammation is elevated by the immune response in the fight against cancer. The energy expenditure from chronic inflammation contributes to weight loss. Immune tolerant cancer cells gains more nutrients during the inflammation. In these conditions, inflammation coordinates energy distribution and energy demand between tissues. If the body lacks response to the pro-inflammatory cytokines (Inflammation Resistance), the energy metabolism will be impaired leading to an increased risk for obesity. In contrast, super-induction of the inflammation activity leads to weight loss and malnutrition in cancer cachexia. In summary, inflammation is a critical component in the maintenance of energy balance in the body. Literature is reviewed in above fields to support this view.