Bariatric surgery improves dyslipidaemia and reduces body weight, but it remains unclear how bariatric surgery modulates gene expression in fat cells to influence the proprotein convertase subtilisin/kexin type 9 (PCSK-9) and low-density lipoprotein receptor (LDLR) gene expression. The expression of the PCSK9/LDLR/tumor necrosis factor-alpha (TNFα) gene in adipose tissue was measured in two groups of Zucker Diabetic Sprague Dawley (ZDSD) rats after Roux-en-Y gastric bypass (RYGB) surgery or ‘SHAM’ operation. There was lower PCSK9 (p = 0.02) and higher LDLR gene expression (p = 0.02) in adipose tissue in rats after RYGB. Weight change did not correlate with PCSK9 gene expression (r = −0.5, p = 0.08) or TNFα gene expression (r = −0.4, p = 0.1). TNFα gene expression was positively correlated with PCSK9 gene expression (r = 0.7, p = 0.001) but not correlated with LDLR expression (r = −0.3, p = 0.3). Circulating triglyceride levels were lower in RYGB compared to the SHAM group (1.1 (0.8–1.4) vs. 1.5 (1.0–4.2), p = 0.038) mmol/L with no difference in cholesterol levels. LDLR gene expression was increased post-bariatric surgery with the potential to reduce the number of circulating LDL particles. PCSK9 gene expression and TNFα gene expression were positively correlated after RYGB in ZDSD rats, suggesting that the modulation of pro-inflammatory pathways in adipose tissue after RYGB may partly relate to PCSK9 and LDLR gene expression.