The Finnish DPS (Diabetes Prevention Study) demonstrated that lifestyle intervention, aimed at increasing physical activity, improving diet, and decreasing body weight, reduced the incidence of type 2 diabetes in individuals with overweight and impaired glucose tolerance by 58%. Here, we studied which immunological markers at baseline predicted subsequent type 2 diabetes and whether there are immunologically defined subsets of subjects who are more or less responsive to the protective effects of lifestyle intervention. We randomly assigned 522 participants to a control group (n = 257) or a lifestyle intervention group (n = 265). Immunological parameters at baseline included high-sensitivity C-reactive protein (CRP), serum amyloid A, interleukin-6, regulated on activation normal T-cell expressed and secreted (RANTES), macrophage migration inhibitory factor (MIF), and soluble intercellular adhesion molecule. In the control group, CRP was the best immunological predictor for progression to overt type 2 diabetes. In the intervention group, progression to type 2 diabetes was significantly higher in subjects with the highest RANTES concentrations and was lower in subjects with the highest MIF levels. Ratios of RANTES to MIF in the upper tertile were highly predictive of incident type 2 diabetes in the intervention group (P = 0.006), whereas the association was less pronounced in the control group (P = 0.088). Thus, systemic concentrations of immune mediators appear to be associated with the progression to type 2 diabetes and the prevention of type 2 diabetes by lifestyle changes.