The present review examines the effects of exercise on mucosal immunity in recreational and elite athletes and the role of mucosal immunity in respiratory illness. Habitual exercise at an intense level can cause suppression of mucosal immune parameters, while moderate exercise may have positive effects. Saliva is the most commonly used secretion for measurement of secretory antibodies in the assessment of mucosal immune status. Salivary IgA and IgM concentrations decline immediately after a bout of intense exercise, but usually recover within 24 h. Training at an intense level over many years can result in a chronic suppression of salivary immunoglobulin levels. The degree of immune suppression and the recovery rates after exercise are associated with the intensity of exercise and the duration or volume of the training. Low levels of salivary IgM and IgA, particularly the IgA1 subclass, are associated with an increased risk of respiratory illness in athletes. Monitoring mucosal immune parameters during critical periods of training provides an assessment of the upper respiratory tract illness risk status of an individual athlete. The mechanisms underlying the mucosal immune suppression are unknown.