Doctors have found that exercise can boost your immune system by providing a boost to the cells in your body that are assigned to attack bacteria. These cells appear to work more slowly in people who don't exercise than in those that do. As a result, if you exercise, your immune system is better equipped to handle bacteria that could cause you to become sick. Though this boost only lasts for a few hours after you exercise, it's often enough to help keep you healthier than you would be if you didn't exercise.