Despite significant advances in exercise immunology over the last two decades, our understanding of immune responses to exercise in children remains sparse. This review outlines and discusses commonly reported aspects of the immune response to exercise, with emphasis on child-adult differences. Compared with adults, children generally experience smaller perturbations to the immune system (e.g., NK cells and IL-6) in response to exercise of the same duration and intensity. Children also demonstrate a faster recovery of immune components (e.g., neutrophil and IL-6) after exercise. The health and clinical relevance of exercise-induced changes in a child’s immune system remain to be determined.