Abstract Purpose The biologic mechanisms by which balneotherapy (BT) alleviates symptoms of different diseases are still poorly understood. Recently, preclinical models and clinical trials have been developed to study the effects of BT on the immune system. This review summarizes the currently available evidence regarding the effects of spa therapy on the immune response, to confirm the role of BT in the enhancement of immune system and open interesting research fields. Methods PubMed and Google Scholar were searched from 1997 up to June 2020, with search criteria including terms related to BT and immune system. We selected only in vitro research, randomized controlled trials (RCTs) or clinical trials. Results In vitro studies on human and animal samples have demonstrated that thermal waters exert anti-inflammatory and immunomodulatory effects. In particular, H₂S donors seem to counteract the inflammatory processes in psoriatic lesions, arthritic fibroblast-like synoviocytes and chondrocytes, and regulate important factors implicated in osteoarthritis pathogenesis and progression. RCTs and clinical trials revealed, after BT, a reduction in circulating levels of pro-inflammatory molecules, such as TNF-α, IL-1β, and C-reactive protein, and an increase in anti-inflammatory molecules such as the IGF-1 growth factor especially in musculoskeletal diseases. Conclusion Further preclinical studies and RCTs could help to exploit BT in real life for preventive and therapeutic treatments.