People who exercise report fewer colds than their inactive peers. For example, one recent survey revealed that 61% of 700 recreational runners reported fewer colds since beginning to run, while only 4% felt they experienced more. In another survey of 170 experienced runners who had been training for 12 years, 90% reported that they definitely or mostly agreed with the statement that they “rarely get sick.”
To test this belief scientifically, two well-controlled studies with young and elderly women were conducted. In both studies, women in the exercise groups walked briskly 35 to 45 minutes, five days a week, for 12 to 15 weeks, with the control groups remained physically inactive. The results were similar to those reported by fitness enthusiasts. Walkers experienced about half the days with cold symptoms as the sedentary controls.
Other research has shown that during moderate exercise, several positive changes occur in the immune system. Although the immune system returns to pre-exercise levels very quickly after the exercise session is over, each session represents a boost that appears to reduce the risk of infection over the long term.
— Source: American College of Sports Medicine