In this review the author scrutinizes the effects of exercise on the immune system on two points. One is the effect of usual proper exercise on the immune system, and the other is the acute effect of intense exercise on the immune system. Concerning the first point, exercise augments physiological activities such as circulation, metabolism and physiological regulatory systems. These effects cause augmentation of the defense mechanisms, i.e. fortification of barrier systems, increases in the number of cells in the immune system and augmentation of cell migration and potentiation of cytokine production. As a result, daily exercise habits show prophylactic effects against infection, improvement in predisposition and depressed immunosuppression by senescence. Concerning the second point, acute intense exercise triggers activation of the hypothalamus-pituitary-adrenal (HPA) axis, and, as a result, the immune response is suppressed by corticosteroid. Moreover, intense exercise induces harmful factors which suppress the immune system. Proper daily exercise is, therefore, recommended to maintain the immune system in good condition.