Exercise immunology is a rapidly developing subdiscipline of sports science. Although many interesting findings have been published, some conflicting data have appeared. This is not surprising given the complexity of the immune system and its bidirectional interactions with other physiological systems. Immune measurements can also be influenced by age, gender, lifestyle, and biological rhythms while technical factors include leukocyte purification procedures, reagents, equipment, and assay conditions. Exercise-induced changes in the blood percentages of certain cell types may explain altered functional responses that may not change at the single cell level. Some guidelines should be established to limit the influence of these extraneous factors. Investigators should agree on fundamental methodology if work from different laboratories is to be compared and replicated. Given the rapid pace of new developments in fundamental immunology and related fields, some views on interpreting data in a wider physiological context and future research directions are discussed. Finally, some recommendations regarding subject selection, accounting for biological rhythms, standardizing fundamental methodology, sampling at multiple timepoints, and data analysis are put forward for discussion. Although uniform consensus would be impossible to obtain, hopefully this commentary will stimulate debate and lead to the formulation of some guidelines and standards for conducting studies in exercise immunology.