During the last few decades, scientific evidence has confirmed a wide range of health benefits related to regular physical activity. How physical activity affects the immune function and infection risk is, however, still under debate. Commonly, intensive exercise suppresses the activity and levels of several immune cells, while other immune functions may be stimulated by moderate physical activity. With this knowledge, the understanding of the relationship between different levels of physical activity on the immune function has been raised as a potential tool to protect health not only in athletes but also in the general population; the mechanisms that translate a physically active lifestyle into good health continue to be investigated. Reviewing the literature, although several outcomes (i.e. the mechanisms by which different levels and duration of physical activity programmes affect numerous cell types and responses) remain unclear, given that the additional benefits encompass healthy habits including exercise, the use of physical activity programmes may result in improved health of elderly populations. Moderate physical activity or moderate–regulated training may enhance the immune function mainly in less fit subjects or sedentary population and the pre-event fitness status also seems to be an important individual factor regarding this relationship. Although adequate nutrition and regular physical activity habits may synergistically improve health, clinical trials in athletes using nutritional supplements to counteract the immune suppression have been inconclusive so far.Further research is necessary to find out to what extent physical activity training can exert an effect on the immune function.