TFEB, a key regulator of lysosomal biogenesis and autophagy, is induced not only by nutritional deficiency but also by organelle stress. Here, we find that Tfeb and its downstream genes are upregulated together with lipofuscin accumulation in adipose tissue macrophages (ATMs) of obese mice or humans, suggestive of obesity-associated lysosomal dysfunction/stress in ATMs. Macrophage-specific TFEB-overexpressing mice display complete abrogation of diet-induced obesity, adipose tissue inflammation and insulin resistance, which is independent of autophagy, but dependent on TFEB-induced GDF15 expression. Palmitic acid induces Gdf15 expression through lysosomal Ca2+-mediated TFEB nuclear translocation in response to lysosomal stress. In contrast, mice fed a high-fat diet with macrophage-specific Tfeb deletion show aggravated adipose tissue inflammation and insulin resistance, accompanied by reduced GDF15 level. Finally, we observe activation of TFEB-GDF15 in ATMs of obese humans as a consequence of lysosomal stress. These findings highlight the importance of the TFEB-GDF15 axis as a lysosomal stress response in obesity or metabolic syndrome and as a promising therapeutic target for treatment of these conditions.