Prolonged and strenuous exercise may lead to changes in the immune system function and to temporary suppression in defense against pathogens. These changes likely increase the risk of those engaging in prolonged and strenuous physical activity to develop upper respiratory tract infection and to reduce the level of performance. On the other hand, it appears that moderate physical activity reduces the risk of upper respiratory tract infection. Various populations, such as professional athletes and soldiers in combat units, who engage in daily strenuous exercise, may therefore be a high risk group. Integration of additional stress factors, such as sleep deprivation, emotional stress, nutritional deprivation, and dehydration also affect the immune system and may worsen the effect. On the other hand, there are those who claim that upper respiratory symptoms are due to non-infection inflammation causes such as allergy, asthma etc. Hence the effects of strenuous exercise on the immune system during training and competitions are not sufficiently clear. This review article will focus on the known effects of strenuous and prolonged exercise on the immune system, the possible mechanisms leading to these changes and their clinical impacts with applied emphasis to active populations such as athletes and soldiers.