In general, acute exercise is thought to inhibit immune function and increase the risk of opportunistic infections, but there is some opposition to this due to a lack of quantitative evaluation. Therefore, we quantified the effect of exercise on immune function and observed the interaction between antigens and cytokines using an intramuscular infection with Trichinella spiralis (T. spiralis), a common parasitic infection model. C57BL/6 mice were used for a non-infection experiment and an infection (Inf) experiment. Each experiment was divided further into three groups: one control (CON) group, and an exercise pre-infection (PIE)-only group and exercise-sustained (ES) group, each of which was subjected to exercise for 7 weeks. All animals in the infection experiment were infected with T. spiralis 30 min after acute exercise. After infection, the ES and Inf-ES groups continued exercise for 7 additional weeks. The number of T. spiralis nurse cells remaining in skeletal muscles was fewer in the infected exercise groups compared with the infected control. Expression of interleukin-6 (IL-6) and interleukin-10 (IL-10) was higher in the Inf-CON group and transforming growth factor beta (TGF-β) expression was lower in the Inf-CON group than in the CON group, as measured by RT-PCR. In the infection experiment, only IL-10 had significant differences between the groups. Immunofluorescence revealed that most cytokines were specifically expressed around the antigenic nurse cells following exercise. In conclusion, exercise training does not increase the risk of opportunistic infections even after acute exercise, but rather reduces it. These results may be due to antigen-specific immune responses.