Natural immunity is influenced by exercise. Physical activity induces increased circulating levels of a number of cytokines, IL-6 more than any other cytokine is produced in large amounts in response to exercise. Recently, it has been demonstrated that IL-6 is produced locally in contracting skeletal muscles and that the net release from the muscle can account for the exercise-induced increase in arterial IL-6 concentration. IL-6 stimulates the production of a number of anti-inflammatory cytokines such as IL-fra and IL-10 and works in a hormone-like fashion, IL-6 also stimulates cortisol production. In the recovery phase of heavy exertion, a cortisol-induced shift in leukocyte subsets is seen. Thus, dominant features in the post-exercise period are lymphopenia, neutrophilia and a marked suppressed natural killer cell activity are seen. In addition secretory IgA is inhibited. This chapter focuses on the effect of exercise on natural immunity. Over the past 20 years a variety of studies have demonstrated that exercise induces considerable changes in the immune system. The interactions between exercise, stress and the immune system provide a unique opportunity to link basic and clinical physiology, and to evaluate the role of underlying stress and immunophysiological mechanisms. It has been suggested that exercise represents a quantifiable model of physical stress [1,2] as many clinical physical stressors (e.g., surgery, trauma, burn, sepsis) and environmental factors such as hyperthermia and hypoxia induce a pattern of hormonal and immunological responses that have similarities to the cellular response to exercise .