Being physically active and undertaking exercise on a regular basis are critical lifestyle behaviours which protect against the development of numerous chronic metabolic conditions. One of the key mechanisms by which physical activity exerts favourable health effects appears to be due to its capacity to reduce chronic low-grade inflammation. Single bouts of exercise have a potent anti-inflammatory influence with recent advances describing important effects of acute exercise on inflammatory mediators produced within skeletal muscle (myokines), adipose tissue (adipokines) and leucocytes. The accumulated effects of physical activity or exercise training on systemic inflammation have been studied widely within epidemiological research; however, information from intervention trials is still emerging. Current data suggest that the most marked improvements in the inflammatory profile are conferred with exercise performed at higher intensities, with combined aerobic and resistance exercise training potentially providing the greatest benefit. The purpose of this review is to describe recent advances in our understanding surrounding the acute and chronic effects of physical activity on key mediators of inflammation. Within this, particular attention is given to the interleukin-6 system owing to its apparent centrality in mediating the anti-inflammatory effects of exercise.