<b><i>Background/Aims:</i></b> Research evidence regarding immune system responses and adaptations to psychological or physical stresses is controversial. This study aimed to investigate the effect of 8-week psychological stress and exercise activity (chronic adaptation) and the acute response of possibly adapted rats to psychological stress and exercise considering IFN-γ, IL-4, and IL-4/IFN-γ. <b><i>Methods:</i></b> Thirty-two rats were divided into 4 groups of 8 animals including control, exercise, psychological stress, and combination of exercise with psychological stress. IL-4 and IFN-γ cytokines were measured pre-experiment (preEX), immediately postexercise (IpostEX), and 72-h postexperiment protocol (72hpostEX). <b><i>Results:</i></b> There were no significant differences between the study groups regarding IFN-γ, IL-4, and IL-4/IFN-γ in preEX (<i>p</i> &#x3e; 0.05), IpostEX (<i>p</i> &#x3e; 0.05), and 72hpostEX (<i>p</i> &#x3e; 0.05). However, IL-4 increased significantly in IpostEX compared with preEX in exercise (<i>p</i> = 0.012) and combination of exercise with psychological stress (<i>p</i> = 0.03) groups. <b><i>Conclusions:</i></b> Exercise and combination of exercise and psychological stress induce similar acute response to IL-4 in chronic trained and stressed rats. Also, exercise may induce an acute synergistic effect with psychological stress on IL-4.