In recent years, it has been discovered that innate immunity also exhibits immune memory characteristics, referred to as trained immunity. This refers to the ability of innate immune cells to acquire a memory-like capacity after being attacked by pathogens, thereby demonstrating enhanced reactivity upon secondary stimulation from the same or different stimuli. Existing research indicates that high-fat diet stimulates innate immune cells to undergo trained immunity, thereby significantly boosting their immune response to secondary metabolic disorders. This process serves as a crucial mechanism underlying the development of insulin resistance-associated metabolic diseases. Breaking the vicious cycle between insulin resistance and trained immunity by inducing innate immune cells to establish immune tolerance and inhibiting excessive inflammatory reactions caused by various secondary metabolic disorders of insulin resistance represents a novel strategy for early prevention and treatment of related metabolic diseases. As is widely known, exercise intervention serves as an effective means to improve insulin resistance-related metabolic diseases. It promotes metabolic homeostasis by exerting anti-inflammatory effects, yet the underlying mechanism of these anti-inflammatory effects remains unclear. Numerous studies suggest that after a high-fat diet generates innate immune memory, exercise intervention may alleviate excessive inflammatory reactions caused by secondary metabolic disorders due to insulin resistance by inducing immune tolerance in innate immune cells, and promote early prevention and treatment of related metabolic diseases. Therefore, targeting innate immune cell immune tolerance to explore the anti-inflammatory mechanism of exercise intervention in insulin resistance holds exciting and vast prospects. Metabolic reprogramming refers to the process in which cells undergo systematic adjustments and transformations in their energy requirements and metabolic patterns to adapt to changes in the external environment and meet their own needs for proliferation and differentiation under specific physiological and pathological conditions. Numerous studies have shown that metabolic reprogramming plays a crucial role in tumor biology, immunology, stem cell research, and the occurrence and development of various diseases. Increasing evidence suggests that metabolic reprogramming is also a key mechanism for innate immune cells to respond to external stimuli and perform immune functions. The process of immune tolerance is also driven by metabolic reprogramming. Studying the mechanisms of innate immune cell immune tolerance from the perspective of metabolic reprogramming is expected to provide new directions for the prevention and treatment of chronic inflammation and related metabolic diseases. Meanwhile, exercise has been proven to regulate metabolic reprogramming in various cells. It may induce immune tolerance in activated innate immune cells by inhibiting glycolysis and enhancing their oxidative phosphorylation levels, thereby mitigating excessive inflammatory reactions and achieving early prevention and treatment of insulin resistance-related metabolic diseases. Itaconate, an intermediate product of the tricarboxylic acid cycle, represents a newly discovered central regulatory point for balancing the trained immunity and immunity tolerance in innate immune cells. Additionally, exercise modulates IRG1/itaconate signaling. Therefore, conducting an in-depth exploration of the interrelationships between trained immunity, immunity tolerance, metabolic reprogramming, and IRG1/itaconate signaling in exercise intervention for insulin resistance, as well as summarizing the immune tolerance mechanism of exercise in improving insulin resistance, can provide theoretical support for the preventive and therapeutic effects of exercise in insulin resistance and related metabolic diseases. This can also offer new insights for the development of simulated drugs tailored for individuals with exercise intolerance.