A one night period without sleep is not uncommon amongst athletes travelling across time zones and military personnel during training and operations. However, the effect of one night without sleep on immune indices in response to strenuous exercise remains unknown. The objective was to determine the effect of one night without sleep on immune indices in response to subsequent strenuous exercise. Using a repeated measures cross-over design, on one occasion eleven male participants slept normally (CON) and on another they were sleep deprived for 30 h (SDEP). After 30 h participants performed 30 min steady state (SS) treadmill exercise at 60% VO2max followed by a 30 min treadmill time trial (TT). Blood and saliva samples were collected at 0 h, 30 h, post-SS, post-TT, 2 h post-TT and 18 h post-TT. Circulating leukocyte and T-lymphocyte subset counts, bacterially-stimulated neutrophil degranulation, saliva secretory immunoglobulin A (S-IgA) and plasma cortisol were determined. No trial x time interactions were observed for immune indices and plasma cortisol. A leukocytosis, neutrophilia, and lymphocytosis was observed post-TT compared with 30 h (P < 0.01). Also, at post-TT compared with 30 h an increase in circulating T-lymphocyte CD3 + (55%) and CD8 + (67%) counts (P < 0.05), a decrease in neutrophil degranulation (20%; P < 0.05) and an increase in S-IgA concentration (83%) was observed (P < 0.01). Plasma cortisol concentration increased post-TT (62%) compared with post-SS (P < 0.01). In conclusion, a 30 h period of sleep deprivation does not alter leukocyte trafficking, neutrophil degranulation or S-IgA responses either at rest or after submaximal and strenuous exercise.