Diet-induced obesity is one of the major public health concerns all over the world, and obesity also contributes to the development of other chronic diseases such as non-alcoholic fatty acid liver disease, type 2 diabetes mellitus and cardiovascular diseases. Evidence shows that the pathogenesis of obesity and obesity-associated chronic diseases are closely related to dysregulation of lipid metabolism, glucose metabolism and cholesterol metabolism, and oxidative stress, endoplasmic reticulum stress, abnormal gut microbiome and chronic low-grade inflammation. Recently, in view of potential effects on lipid metabolism, glucose metabolism, cholesterol metabolism and intestinal microbiome, as well as anti-oxidative and anti-inflammatory activities, natural probiotics, including live and dead probiotics, and probiotic components and metabolites, have attracted increasing attention and are considered as novel strategies for preventing and ameliorating obesity and obesity-related chronic diseases. Specifically, this review is presented on the anti-obesity effects of probiotics and underlying molecular mechanisms, which will provide a theoretical basis of anti-obesity probiotics for the development of functional foods.