At present, it is unclear which exercise-induced factors, such as myokines, could diminish the negative impact of the reduction in pulmonary function imposed by the exercise in question. In this study, we aim to evaluate the prevalence of exercise-induced bronchoconstriction (EIB) and also to investigate the effect of myokines in the performance of marathon runners presenting EIB or not. Thirty-eight male recreational marathon runners (age 38.8 [33–44], height 175.7 [172.0–180.3]; weight 74.7 [69.3–81.6]) participated in this study, and through spirometry tests, a prevalence of 23.6% of EIB was found, which is in agreement with the literature. The volunteers who tested positive to EIB (EIB+) presented lower maximum aerobic capacity compared to those who tested negative (EIB−) (EIB+ 44.02 [39.56–47.02] and EIB− 47.62 [44.11–51.18] p = 0.03). The comparison of plasma levels of IL-1β (EIB+ p = 0.296, EIB− p = 0.176, EIB+ vs. EIB− baseline p = 0.190 immediately after p = 0.106), IL-4 (undetectable), IL-6 (EIB+ p = 0.003, EIB− p ≤ 0.001, EIB+ vs. EIB− baseline p = 0.301 immediately after p = 0.614), IL-8 (EIB+ p = 0.003, EIB− p ≤ 0.001, EIB+ vs. EIB− baseline p = 0.110 immediately after p = 0.453), IL-10 (EIB+ p = 0.003, EIB− p ≤ 0.001, EIB+ vs. EIB− baseline p = 0.424 immediately after p = 0.876) and TNF-α (EIB+ p = 0.003, EIB− p ≤ 0.001, EIB+ vs. EIB− baseline p = 0.141 immediately after p = 0.898) were similar in both groups 24 h before and immediately after the marathon. However, negative correlations were found between the marathon finishing time and the levels of IL-8 (r = −0.81, p = 0.022), and IL-10 (r = −0.97, p ≤ 0.001) immediately after completing the marathon. In conclusion, for the first time, it is shown that the myokines IL-8 and IL-10 are related to improvement of the performance of marathon runners presenting EIB.