The main focus of this review is illness among elite athletes, how and why it occurs, and whether any measures can be taken to combat it or to prevent its onset. In particular, there is particular interest in exercise-induced immunodepression, which is a result of the immune system regarding exercise (e.g., prolonged, exhaustive exercise) as a challenge to its function. This promotes the inflammatory response. There is often a high incidence of illness in athletes after undertaking strenuous exercise, particularly among those competing in endurance events, not only mainly in terms of upper respiratory tract illness, but also involving gastrointestinal problems. It may well be that this high incidence is largely due to insufficient recovery time being allowed after, for example, a marathon, a triathlon, or other endurance events. Two examples of the incidence of upper respiratory tract illness in moderate versus endurance exercise are provided. In recent years, increasing numbers of research studies have investigated the origins, symptoms, and incidence of these bouts of illness and have attempted to alleviate the symptoms with supplements, sports foods, or immunonutrition. One aspect of the present review discusses iron deficiency, which has been primarily suggested to have an impact upon cell-mediated immunity. Immunonutrition is also discussed, as are new techniques for investigating links between metabolism and immune function.