Heavily exercising endurance athletes experience extreme physiologic stress, which is associated with temporary immunodepression and higher risk of infection, particularly upper respiratory tract infections (URTI). The aim of this review is to provide a critical up-to-date review of existing evidence on the immunomodulatory potential of selected macronutrients and to evaluate their efficacy. The results of 66 placebo-controlled and/or crossover trials were compared and analysed. Among macronutrients, the most effective approach to maintain immune function in athletes is to consume ≥6% carbohydrate during prolonged exercise. Because inadequate nutrition affects almost all aspects of the immune system, a well-balanced diet is also important. Evidence of beneficial effects from other macronutrients is scarce and results are often inconsistent. Using a single nutrient may not be as effective as a mixture of several nutritional supplements. Due to limited research evidence, with the exception of carbohydrate, no explicit recommendations to reduce post-exercise URTI symptoms with single macronutrients can be derived.