Brown adipose tissue (BAT) and thermogenic beige fat within white adipose tissue (WAT), collectively known as adaptive thermogenic fat, dissipate energy as heat, offering promising therapeutic potential to combat obesity and metabolic disorders. The specific biological functions of these fat depots are determined by their unique interaction with the microenvironments, composed of immune cells, endothelial cells, pericytes, and nerve fibers. Immune cells residing in these depots play a key role in regulating energy expenditure and systemic energy homeostasis. The dynamic microenvironment of thermogenic fat depots is essential for maintaining tissue health and function. Immune cells infiltrate both BAT and beige WAT, contributing to their homeostasis and activation through intricate cellular communications. Emerging evidence underscores the importance of various immune cell populations in regulating thermogenic adipose tissue, though many remain undercharacterized. This review provides a comprehensive overview of the immune cells that regulate adaptive thermogenesis and their complex interactions within the adipose niche, highlighting their potential to influence metabolic health and contribute to therapeutic interventions for obesity and metabolic syndrome.