Physical activity has been shown to have positive or negative effects on immune function, depending on the intensity and duration of the exercise. In this chapter, we explore the relationship between exercise, immunity and illness in athletes. Discussion is based around the important role that nutrition plays in shaping this relationship, and the consideration of practical applications that can help support a healthy immune system in athletes; including the importance of general nutrition, hydration, supplementation and lifestyle. By understanding how exercise and nutrition impact immunity, athletes should be able to optimise their training and performance, while maintaining overall health and wellbeing. What’s more, avoidance of overtraining, excessive lifestyle stressors (‘life load’), and insufficient nourishment is also discussed in the context of dysregulated immune responses, including allergies and autoimmunity. We conclude that when supporting an athlete’s immune system, a food-first approach should be followed as much as possible, while also acknowledging that specific nutritional supplements may have a place in certain scenarios. Importantly, we must recognise that the research base is always evolving, and practitioners should follow an evidence-based practice approach, personalised to the context of the individual athlete.