When menstrual phase and oral contraceptives are controlled for, males and females display marked differences in immune response to an exercise stress. In highly controlled research studies, sex differences in immune cell changes, cytokine alterations, along with morbidity and mortality after inoculation are apparent. Exercise has been hypothesized to serve as a model of various clinical stresses by inducing similar hormonal and immunological alterations. Thus, a greater understanding of sex differences in post exercise non-specific immune function may provide insight into more effective clinical approaches and treatments. This paper reviews the recent evidence supporting sex differences in post exercise immune response and highlights the need for greater control when comparing the post exercise immune response between sexes.