Moderate intensity aerobic exercise training or regular physical activity is beneficial for immune function. For example, some evidence shows that individuals with an active lifestyle exhibit stronger immune responses to vaccination compared to those who are inactive. Encouragingly, poor vaccine responses, which are characteristic of an ageing immune system, can be improved by single or repeated bouts of exercise. In addition, exercise-induced lymphocytosis, and the subsequent lymphocytopenia, is thought to facilitate immune-surveillance, whereby cells search tissues for antigens derived from viruses, bacteria, or malignant transformation. Aerobic exercise training is anti-inflammatory and is linked to lower morbidity and mortality from diseases with infectious, immunological and inflammatory aetiologies, including cancer. These observations have led to the view that aerobic exercise training might counter the age-associated decline in immune function, referred to as immunosenescence. This article summarises the aspects of immune function that are sensitive to exercise-induced change, highlighting the observations which have stimulated the idea that aerobic exercise training could prevent, limit or delay immunosenescence, perhaps even restoring aged immune profiles. These potential exercise-induced anti-immunosenescence effects might contribute to the mechanisms by which active lifestyles reduce the risk of developing cancer and perhaps benefit patients undergoing cancer therapy.