Oral supplementation with bovine colostrum (COL) has been shown to enhance immunity in human subjects. However, there is limited research on the use of bovine COL supplementation to counter exercise-induced immunodepression, as a model of stress-induced immunodepression, and previous research has focused primarily on salivary IgA. The aim of the present study was to determine the effects of bovine COL supplementation on exercise-induced changes in innate immunity (neutrophil function and salivary lysozyme) in addition to salivary IgA. Twenty healthy, active men cycled for 2 h at approximately 64 % maximal oxygen uptake after 4 weeks of daily bovine COL (n 10) or placebo (PLA, n 10) supplementation. Blood and saliva samples were obtained before and after supplementation, before and after exercise. Exercise induced significant increases in markers of physiological stress and stress to the immune system (circulating neutrophils, neutrophil:lymphocyte ratio, immature granulocytes, atypical lymphocytes and plasma cortisol), but there were no differences between the COL and PLA groups. Significant group x time interactions (two-way mixed model ANOVA) were observed for neutrophil function (stimulated degranulation) and salivary lysozyme concentration and release (P < 0.05). Significant exercise-induced decreases were observed in these parameters, and bovine COL supplementation either speeded the recovery (neutrophil function) or prevented the decrease (salivary lysozyme) in these measures of innate immunity. These results suggest that 4 weeks of bovine COL supplementation limits the immunodepressive effects induced by an acute prolonged physical stressor, such as exercise, which may confer some benefits to host defence.