The aim of our prospective, interventional, pre-post, single arm study was to supplement the lack of knowledge of the effect of short-term Pilates intervention on selected blood parameters of healthy women. Female volunteers were recruited for 2-weeks Pilates intervention. Blood has been collected and anthropometric parameters were measured before and after exercise period (EP). Plasma insulin, cortisol, and dehydroepiandrosterone sulphate levels, erythrocyte antioxidant activity, glutathione levels, NK cytotoxicity and plasma cytokines were analysed. We found a decrease in erythrocyte antioxidant enzymes SOD and GPx activity; GSH levels; in the pro-inflammatory chemokine MCP-1 and trend to reduction in MIP-1β, PDGF and VEGF levels in plasma. NK cell cytotoxic activity increased after Pilates EP in the percentage of specific lysis at 25:1 effector: target (E:T) ratio and the same trend was observed at all E:T ratios as well as in the amount of lytic units per 107 cells. Our findings show that Pilates exercise may improve NK cell immune response and inflammatory milieu in plasma of healthy women.