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In view of the global prevalence of obesity and obesity-associated disorders, it is important to clearly understand how adipose tissue forms. Accumulating data from various laboratories implicate that redox status is closely associated with energy metabolism. Thus, biochemical regulation of the redox system may be an attractive alternative for the treatment of obesity-related disorders. In this work, we will review the current data detailing the role of the redox system in adipocyte differentiation, as well as identifying areas for further research. The redox system affects adipogenic differentiation in an extensive way. We propose that there is a complex and interactive “redox chain,” consisting of a “ROS-generating enzyme chain,” “combined antioxidant chain,” and “transcription factor chain,” which contributes to fine-tune the regulation of ROS level and subsequent biological consequences. The roles of the redox system in adipocyte differentiation are paradoxical. The redox system exerts a “tridimensional” mechanism in the regulation of adipocyte differentiation, including transcriptional, epigenetic, and posttranslational modulations. We suggest that redoxomic techniques should be extensively applied to understand the biological effects of redox alterations in a more integrated way. A stable and standardized “redox index” is urgently needed for the evaluation of the general redox status. Therefore, more effort should be made to establish and maintain a general redox balance rather than to conduct simple prooxidant or antioxidant interventions, which have comprehensive implications.