Proinflammatory processes have been investigated extensively in the development of type 2 diabetes, but our knowledge on anti-inflammatory proteins is rather limited. This article summarizes studies that investigated associations between circulating levels of anti-inflammatory cytokines and incident type 2 diabetes preferably in prospective epidemiological studies. Adiponectin is the only known anti-inflammatory protein whose circulating levels are decreased before type 2 diabetes. In contrast, concentrations of interleukin-1 receptor antagonist (IL-1RA), transforming growth factor-β1 (TGF-β1) and growth differentiation factor-15 (GDF-15) are increased and indicate the presence of a compensatory, but eventually futile, counter-regulation of proinflammatory stimuli. Importantly, a proof-of-principle study using recombinant IL-1RA to improve metabolic control in patients with type 2 diabetes demonstrated that a more pronounced upregulation of this protein than that found in the natural course of diabetes development may have clinical relevance. Other interesting candidates like omentin (which shows similar associations with metabolic parameters as adiponectin), interleukin-10 (IL-10) and secreted frizzled-related protein-5 (Sfrp5) are currently less well studied with sometimes conflicting results regarding their association with type 2 diabetes. Thus, further research is required to better understand the causal role of proinflammatory cytokines, hypoadiponectinaemia and the upregulation of anti-inflammatory proteins before the onset of type 2 diabetes.