Integrative physiology studies have shown that immune system and central nervous system interplay very closely towards behavioural modulation. Since the 70-kDa heat shock proteins (HSP70s), whose heavy expression during exercise is well documented in the skeletal muscle and other tissues, is also extremely well conserved in nature during all evolutionary periods of species, it is conceivable that HSP70s might participate of physiologic responses such as fatigue induced by some types of physical exercise. In this way, increased circulating levels of extracellular HSP70 (eHSP70) could be envisaged as an immunomodulatory mechanism induced by exercise, besides other chemical messengers (e.g. cytokines) released during an exercise effort, that are able to binding a number of receptors in neural cells. Studies from this laboratory led us to believe that increased levels of eHSP70 in the plasma during exercise and the huge release of eHSP70 from lymphocytes during high-load exercise bouts may participate in the fatigue sensation, also acting as a danger signal from the immune system.