A new meta-analysis has bolstered this evidence, finding a link between physical activity and immune response to influenza vaccination.
The study, which is published in PLoS One, examined data from seven previous studies on physical activity and immune response to flu shots, with a combined total of 550 participants.
Each study tracked antibody levels in people who'd received influenza vaccinations, and their background physical activity levels.
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Each study also had some participants do between 15 and 50 minutes of moderate-intensity exercise shortly before or after their vaccination: this was to test the effect of "acute" exercise on immune response.
"Participants engaged in different kinds of exercise bouts," says lead author Erika Bohn-Goldbaum, a PhD candidate at the University of Sydney.
"One was cardiovascular - like bicycling - and the other was doing some kind of upper-arm extremity resistance exercise, like therabands, for example."
Increased physical activity was linked to higher antibody levels in all participants.
The acute exercisers also had significantly higher antibody levels than the control group participants.
This benefit was the same whether their initial physical activity levels were high or low, which surprised the researchers: they had suspected that inactive people might benefit more from a bout of acute exercise prior to getting vaccinated.
"We didn't see benefits in inactive people relative to physically active people," says Bohn-Goldbaum.
They did find, however, that exercise targeted to the arm that received the vaccination was most effective.
While there's a well-established link between exercise and the immune system, it's still not entirely clear exactly why acute exercise might improve response to a vaccination.
"There are different theoretical camps," says Bohn-Goldbaum. "We subscribe to the exercise immune-enhancement hypothesis, believing exercise redistributes lymphocytes to peripheral tissues and in doing so can fight any pathogens present there."
This includes the inactivated "pathogens" from an influenza vaccine, designed to alert the immune system to the real virus.