While moderate exercise is good for you, "extreme" exercise has actually been found to lower your body's immunity.
Studies on athletes found that after they exercised for more than 90 minutes at high intensity, they were more prone to illness for up to three days after exercising.
The lowered immunity appears to be caused by the release of certain hormones during intense exercise.
In the unlikely event you're training for a marathon, just be aware of the risk.
If not, carry on, and well done for keeping fit.