Macauba is a palm tree native to Brazil, which fruits are rich in oil. Macauba pulp oil has high contents of oleic acid, carotenoids, and tocopherol, but its effect on health is unknown. We hypothesized that macauba pulp oil would prevent adipogenesis and inflammation in mice. Thus, the purpose of this study was to evaluate the effects of macauba pulp oil on the metabolic changes in C57Bl/6 mice fed a high-fat diet. Three experimental groups were used (n = 10): control diet (CD), high-fat diet (HFD), and high-fat diet with macauba pulp oil (HFM). The HFM reduced malondialdehyde and increased SOD activity and antioxidant capacity (TAC), showing high positive correlations between total tocopherol, oleic acid, and carotenoid intakes and SOD activity (r = 0.9642, r = 0.8770, and r = 0.8585, respectively). The animals fed the HFM had lower levels of PPAR-γ and NF-κB, which were negatively correlated with oleic acid intake (r = −0.7809 and r = −0.7831, respectively). Moreover, the consumption of macauba pulp oil reduced inflammatory infiltrate, adipocyte number and length, (mRNA) TNF-α, and (mRNA) SREBP-1c in the adipose tissue, and it increased (mRNA) Adiponectin. Therefore, macauba pulp oil prevents oxidative stress, inflammation, and adipogenesis and increases antioxidant capacity; these results highlight its potential against metabolic changes induced by an HFD.