Physical activity and nutrition are important in a healthy lifestyle with potential benefits to immunity often overlooked. Infection of the upper respiratory tract, and the associated symptoms, are the most frequent presentations to general practitioners and may have significant economic and social impact. In this review, we consider the role of physical activity and nutrition in improving immunity. Evidence suggests that regular moderate activity is particularly beneficial for immune enhancement and reducing the risk of infection. We also discuss some nutritional strategies. Unfortunately, the evidence for many is weak. Avoiding nutritional deficiencies seems the most pragmatic recommendation. This can be achieved with a balanced diet. Including a variety of fruits and vegetables may help ensure adequate intake of essential nutrients with little risk of excess intake of any single nutrient. Supplementation with individual nutrients is generally not recommended. Multinutrients may be beneficial for those with a preexisting deficiency but not if normal dietary intake is sufficient. Further benefit may be gained from some supplements including probiotics, bovine colostrum, and some plant-derived products (Echinacea, black elderberry, and some polyphenols) but only in specific situations/contexts. Individuals should consider their personal needs, use caution, and avoid the indiscriminate use of supplements.