The differentiation of adipocytes is tightly regulated by a variety of intrinsic molecules and also by extrinsic molecules produced by adjacent cells. Dysfunction of adipocyte differentiation causes lipodystrophy, which impairs glucose and lipid homeostasis. Although dysfunction of immunoproteasomes causes partial lipodystrophy, the detailed molecular mechanisms remain to be determined. Here, we demonstrate that Psmb8, a catalytic subunit for immunoproteasomes, directly regulates the differentiation of preadipocytes and additionally the differentiation of preadipocytes to mature adipocytes. Psmb8(-/-) mice exhibited slower weight gain than wild-type mice, and this was accompanied by reduced adipose tissue volume and smaller size of mature adipocytes compared with controls. Blockade of Psmb8 activity in 3T3-L1 cells disturbed the differentiation to mature adipocytes. Psmb8(-/-) mice had fewer preadipocyte precursors, fewer preadipocytes and a reduced ability to differentiate preadipocytes toward mature adipocytes. Our data demonstrate that Psmb8-mediated immunoproteasome activity is a direct regulator of the differentiation of preadipocytes and their ultimate maturation.