The main topic of this research is the relationship between dietary intake of live microbe-containing (LMC) foods, recreational physical activity (RPA), and the systemic immune-inflammation index (SII). This study presented a cohort of 26,254 individuals in the National Health and Nutrition Examination Survey (NHANES), representing an estimated weighted population of 193,637,615 in the United States. Weighted multivariable linear regression models were used in consideration of the multi-stage sampling design. Results: The study found that medium-LMC foods were negatively associated with the SII [β (95% CI): −4.807 (−7.752, −1.862), p = 0.002], indicating that their intake was correlated with lower levels of the SII. However, no significant associations were found with low- or high-LMC foods. The study also explored the relationship between RPA and the SII, finding that more time spent in RPA was negatively associated with the SII [β (95% CI): −0.022 (−0.034, −0.011), p < 0.001]. A mediation analysis was conducted to investigate the role of RPA in the relationship between medium-LMC food intake and the SII. The analysis revealed that RPA had a notable indirect effect, contributing to 6.7% of the overall change in the SII. Overall, this study suggests that medium-LMC food intake and RPA may have beneficial effects on systemic immune inflammation.