To understand the underlying mechanism(s) for the effect of exercise at different intensities on T cell and DNA vaccination responses, we treated mice in a training protocol with regular moderate-intensity exercise (MIE) or prolonged, exhaustive high-intensity exercise (HIE). After 6 weeks of training, splenocytes were isolated to evaluate cytokine expression and T-regulatory (Treg) cell proportion by RT-PCR and FACS, respectively. Another set of mice that completed the same training protocol were used to determine DNA vaccination responses. These mice were immunized three times with HBV DNA vaccine at 2-week intervals and euthanized on day 14 after the last immunization. Serum and splenocytes were isolated to determine humoral and cell-mediated immunity (CMI). Results showed that HIE increased anti-inflammatory cytokine expression and CD4(+) CD25(+) Treg cell proportion. Further, HIE decreased IFN-γ expression, T-lymphocyte proliferation, and antigen-specic cytotoxic response in HBV DNA vaccine-immunized mice. MIE did not change anti-inflammatory cytokine expression or CD4(+) CD25(+) Treg cell proportion but increased pro-inflammatory cytokine expression and augmented antigen-specific CMI. Thus, MIE lower the risk of cancer and infectious illness through enhancing the pro-inflammatory responses. By contrast, HIE might increase the risk of common infections, such as upper respiratory tract infection, due to an up-regulation of CD4(+) CD25(+) Treg cells and anti-inflammatory responses.