The aim of this work was to assess whether progressive training caused an improvement in the nonspecific immune response of colts because several unusual infections are due to defects inherent in the neutrophilic function among which respiratory diseases are a major defect in the performance of athletes taking part in professional sports activities. A group of 7 Anglo-Arabian colts belonging to the Army was selected. These animals carry out training programmes for their participation in National Jumping Competitions. During a submaximal exercise test (heart rate 150 beats/min and lactate levels maintained at aerobic-anaerobic threshold of 3 mmol/l), they were compared with 5 colts of the same breed, just beginning training exercises. Immediately after the test, the nonspecific immune capacity of neutrophilic polymorphonuclear cells was valued by adherence, chemotaxis, ingestion and digestion of foreign substances tests. The results showed significant differences between trained and nontrained animals for the adherence and foreign particle digestion tests and, beginning with a greater adherence in untrained animals, a superior effectiveness was achieved in the immune function in trained colts, whose digestive capactiy was increased with respect to the untrained ones. It was, therefore, concluded that moderate training and exercise improves and reinforces the response of the nonspecific immune system against future infections in the organisms.