Intense physical activity results in a substantial volume of stress and hence a significant probability of immunosuppression in athletes, with milk proteins being, perhaps, the most recommended protein supplements. Consumption of a probiotic cheese can attenuate immune suppression induced by exhausting exercise in rats. A popular Brazilian fresh cheese (Minas Frescal cheese) containing Lactobacillus acidophilus LA14 and Bifidobacterium longum BL05 was fed for 2wk to adult Wistar rats, which then were brought to exhaustion on the treadmill. Two hours after exhaustion, the rats were killed and material was collected for the determination of serum uric acid, total and high-density lipoprotein cholesterol fraction, total protein, triacylglycerols, aspartate aminotransferase, alanine aminotransferase, creatine kinase, and blood cell (monocyte, lymphocyte, neutrophil, and leukocyte) counts. Exercise was efficient in reducing lymphocyte counts, irrespective of the type of ingested cheese, but the decrease in the group fed the probiotic cheese was 22% compared with 48% in the animals fed regular cheese. Monocyte counts were unaltered in the rats fed probiotic cheese compared with a significant decrease in the rats fed the regular cheese. Most importantly, ingestion of the probiotic cheese resulted in a >100% increase in serum high-density lipoprotein cholesterol and a 50% decrease in triacylglycerols. We conclude that probiotic Minas Frescal cheese may be a viable alternative to enhance the immune system and could be used to prevent infections, particularly those related to the physical overexertion of athletes.