Strenuous bouts of prolonged exercise and heavy training are associated with depressed immune cell function. Furthermore, inadequate or inappropriate nutrition can compound the negative influence of heavy exertion on immunocompetence. Dietary deficiencies of protein and specific micronutrients have long been associated with immune dysfunction. An adequate intake of iron, zinc and vitamins A, E, B6 and B12 is particularly important for the maintenance of immune function, but excess intakes of some micronutrients can also impair immune function and have other adverse effects on health. Immune system depression has also been associated with an excess intake of fat. To maintain immune function, athletes should eat a well-balanced diet sufficient to meet their energy requirements. An athlete exercising in a carbohydrate-depleted state experiences larger increases in circulating stress hormones and a greater perturbation of several immune function indices. Conversely, consuming 30–60 g carbohydrate · h−1 during sustained intensive exercise attenuates rises in stress hormones such as cortisol and appears to limit the degree of exercise-induced immune depression. Convincing evidence that so-called ‘immune-boosting’ supplements, including high doses of antioxidant vitamins, glutamine, zinc, probiotics and Echinacea, prevent exercise-induced immune impairment is currently lacking.