Background Cardiovascular disease (CVD) is the leading cause of global mortality. Although the incidence may be reduced with regular exercise, the health benefits of a single bout of exercise on selected CVD risk factors are not well understood. The primary objective of this review is to consider the transient effects of exercise on immune (neutrophil count) and inflammatory (interleukin-6 IL-6, C-reactive protein CRP) markers in untrained adults. Methods MEDLINE, EMBASE, CINAHL, Sports Discus and Cochrane were searched for relevant studies published from January 1946 to May 2013. Randomised controlled or crossover studies which measured any of these parameters in untrained but otherwise healthy participants in the 48 h following about of exercise, less than 1 h in duration were included. Results Ten studies met the inclusion criteria. The results indicate a single bout of aerobic or resistance exercise of moderate to high intensity promotes an increase in IL-6 (145 %) and neutrophil counts (51 %). It appears that 30–60 min of moderate to high intensity exercise is necessary to elicit such changes although variables such as the mode, intensity and pattern of exercise also affect the response. The acute response of CRP within the included studies is equivocal. Conclusions Although responses to CRP are inconsistent, a single bout of exercise can increase the activity of both circulating IL-6 and neutrophil counts in untrained adults. These immune and inflammatory responses to a single bout of exercise may be linked to a range of health benefits.