Background and Objectives: This study aimed to investigate the impact of moderate-intensity physical exercise on serum inflammation markers and the immune system in rats that were fed a high-fat diet (HFD) with intermittent fasting. Materials and Methods: A total of 48 Wistar albino male rats were included in the study and divided into eight groups, each consisting of six rats. Group 1 served as the control group (CG), receiving a standard diet. Group 2 followed the standard nutrition program with intermittent fasting (CG + IF). Group 3 underwent exercise with a standard diet (CG + E). Group 4 underwent both a standard diet with intermittent fasting and exercise (CG + IF + E). Group 5 was fed a high-fat diet (HFD). Group 6 received a high-fat diet with intermittent fasting (HFD + IF). Group 7 followed a high-fat diet with exercise (HFD + E). Group 8 underwent both a high-fat diet with intermittent fasting and exercise (HFD + IF + E). The study lasted for 8 weeks. Results: The results of the analysis show that lymphocyte cell levels in groups HFD + IF, HFD + IF, and HFD + IF + E were higher compared to groups CG-HFD (p < 0.05). Additionally, B lymphocyte and monocyte cell levels were higher in group HFD + IF + E compared to groups CG, CG + IF, and CG + IF + E, as well as CG, CG + IF, and CG + E, respectively. TNF-α levels were significantly higher in group HFD compared to the other groups. Furthermore, IL 10 levels were higher in group HFD + IF + E compared to the other groups. Conclusions: These findings indicate that moderate exercise and intermittent fasting, particularly in groups fed a high-fat diet, increased anti-inflammatory cytokine levels, and certain immune system cell counts, while decreasing pro-inflammatory cytokine levels.