Background: An individual's level of physical activity is one of a set of lifestyle and behavioral factors that can affect immune function and health. Methods: The purpose of this review is to summarize the current knowledge in this research field and to review the recent developments in exercise immunology. Results: Most studies show that regular exercise training increases immune competence and reduces the risk of infection compared to a sedentary lifestyle. In contrast, acute prolonged bouts of exercise and periods of intensified training are followed by a temporary increase in the risk of infection. These observations have been attributed to differential exercise-induced changes of a series of humoral and cellular immune system parameters. Furthermore, regular exercise training is a countermeasure against a persistent systemic inflammatory state which is a typical feature of cardiovascular and metabolic diseases is by lowering levels of pro-inflammatory cytokines. It is supposed that these effects are mediated by a modification of metabolic signals and innate immune regulation, the release of anti-inflammatory cytokines from muscle, the release of stress hormones, and a process known as browning of adipose tissue. Conclusion: The effects of physical activity on the immune system strongly depend on the mode and intensity of exercise or training. Thereby, considerable knowledge has accumulated concerning the significance of exercise as an important lifestyle factor for prevention and therapy of major chronic diseases.