Background. Both wasting and obesity are associated with inflammation, but the extent to which body weight changes influence inflammation during human immunodeficiency virus infection is unknown. Methods. Among a random virologically suppressed participants of the Prospective Evaluation of Antiretrovirals in Resource-Limited Settings trial, inflammatory markers were measured at weeks 0, 24, and 48 after antiretroviral therapy (ART) initiation. Associations between both baseline and change in body mass index (BMI; calculated as the weight in kilograms divided by the height in meters squared) and changes in inflammation markers were assessed using random effects models. Results. Of 246 participants, 27% were overweight/obese (BMI, ≥ 25), and 8% were underweight (BMI < 18.5) at baseline. After 48 weeks, 37% were overweight/obese, and 3% were underweight. While level of many inflammatory markers decreased 48 weeks after ART initiation in the overall group, the decrease in C-reactive protein (CRP) level was smaller in overweight/obese participants (P =. 01), and the decreases in both CRP (P =. 01) and interleukin 18 (P =. 02) levels were smaller in underweight participants. Each 1-unit gain in BMI among overweight/obese participants was associated with a 0.02-log10 increase in soluble CD14 level (P =. 05), while each 1-unit BMI gain among underweight participants was associated with a 9.32-mg/L decrease in CRP level (P =. 001). Conclusions. Being either overweight or underweight at ART initiation was associated with heightened systemic inflammation. While weight gain among overweight/obese persons predicted increased inflammation, weight gain among underweight persons predicted reduced inflammation.