Diet and exercise are primary strategies recommended for the control of the obesity epidemic. Considerable attention is being paid to the effect of both on the immune system. However, little research has been done on the effect of diet, nutrients or exercise on the mucosal immune system. The gastrointestinal tract (gut) is not only responsible for the entry of nutrients into the organism, but also for triggering the primary immune response to orally ingested antigens. The gut-associated lymphoid tissue contains a large amount of immune cells, disseminated all along the intestine in Peyer's patches and lamina propria. Specific nutrients or their combinations, as well as the microflora, are capable of modulating the immune system through cell activation, production of signalling molecules or gene expression. We have observed an increase in T-cells as well as a decrease in B-cells from Peyer's patches, induced by diets high in fats or carbohydrates in Balb/c mice. It has also been demonstrated that exercise modulates the immune system, where moderate levels may improve its function by increasing the proliferation of lymphocytes from various sites, including gut-associated lymphoid tissue, whereas exhaustive acute exercise may cause immunosuppression. High-fat diets combined with exercise are able to induce an increase in CD3+ lymphocytes due to increased CD8+ cells and a decrease in B-cells. Explanations and consequences of the effects of diet and exercise on the gut mucosal immunity are still being explored.