We examined the effects of descending (DSE) or ascending (ASE) stair exercise on body composition, insulin sensitivity, and inflammatory markers in young Chinese women with obesity. Thirty-six participants were randomly assigned into three groups DSE, ASE and a control group. The DSE and ASE groups performed three sessions of stair walking per week for 12 weeks with a gradual increase in repetitions. Following the exercise interventions, body composition related variables obtained by Dual-energy X-ray absorptiometry scans significantly decreased. Abdominal fat decreased in the DSE group only. Moreover, Insulin sensitivity improved significantly 3.5-fold in the DSE group compared with ASE group (insulin: -33.2% vs. -9.8%, homoeostasis model assessment for insulin resistance: -35.6% vs. -10.8%). Pro-inflammatory factors showed significant decreases in tumour necrosis factor-α (TNF-α) (-39.9% vs. -23.2%) for both intervention groups. The reduction in TNF-α concentrations in the DSE group was significantly different compared to the other two groups. Interleukin-6 significantly decreased in both exercise protocols. Our results show that 12-weeks induced stair walking improved body composition parameters in Chinese females with obesity. The results also demonstrate the superiority of the DSE protocol for improving insulin sensitivity. These findings may be attributable to the decreases observed in TNF- α levels.