The objective of the present study was to evaluate a potential of Schizochytrium microalga oil to alleviate possible negative effects of high-fat-high-energy diets. Forty adult male rats (Wistar Albino) were fed 7 weeks the diet containing beef tallow + evaporated sweetened milk (diet T) intended to cause mild obesity and low-grade systemic inflammation. Consequently, the animals were divided into four groups by 10 animals each and fed either the T-diet (control) or the diet containing 6% of safflower oil (S), 6% of fish oil (F) and 6% of Schizochytrium microalga oil (A), respectively, for another 7 weeks. The A-diet decreased (p < 0.05) live weight to 86% and glycaemia to 85% of control, respectively; an effect of the S- and F-diet on these markers was insignificant (p > 0.05). In comparison with control, higher (p < 0.05) deposition of eicosapentaenoic acid (EPA) + docosahexaenoic acid (DHA) in the epididymal adipose tissue (EAT) of the A-rats correlated with increased (p < 0.05) plasma adiponectin concentration, but it was without the effect (p > 0.05) on cellular adiponectin content in the EAT. Higher (p < 0.05) EPA+DHA deposition in the liver of the A-rats correlated with higher expression (149% of control; p < 0.05) of the gene coding for peroxisome proliferator-activated receptor gamma, and with lower expression (82% and 66%; p < 0.05) of the genes coding for adiponectin receptors AdipoR1 and AdipoR2; no relationship to the expression of receptor GPR120 was found. The A-diet did not affect amount of the nuclear fraction of the nuclear factor kappa B in the liver, but increased plasma level of anti-inflammatory cytokine TGF-β1 (p < 0.05). The presented data agree with results of other in vivo rodent and human studies, but not with literature data regarding in vitro experiments: it can be concluded that the effects of dietary oils on inflammatory markers need further investigation.