Neuroplasticity and inflammation play important part in the body’s adaptive reactions in response to prolonged physical activity. These processes are associated with the cross-interaction of the nervous and immune systems, which is realized through the transmission of signals from neurotransmitters and cytokines. Using the methods of flow cytometry and advanced biochemical analysis of blood humoral parameters, we showed that intense and prolonged physical activity at the anaerobic threshold, without nutritional and metabolic support, contributes to the development of exercise-induced immunosuppression in sportsmen. These athletes illustrate the following signs of a decreased immune status: fewer absolute indicators of the content of leukocytes, lowered values in the immunoregulatory index (CD4+/CD8+), and diminished indicators of humoral immunity (immunoglobulins A, M, and G, and IFN-γ). These factors characterize the functional state of cellular and humoral immunity and their reduction affects the prenosological risk criteria, indicative of the athletes’ susceptibility to develop exercise-induced immunosuppression.