Psychoneuroimmunology is the study of the interrelationships among psychological, neuroendocrine, and immunological parameters and is concerned with how these relationships may affect an individual's health. Substantial evidence indicates that exercise is associated with improvements in mental health, neuroendocrine, and immune functioning. We synthesize these effects of exercise and propose an "exercise and psychoneuroimmunology" model by which exercise may benefit the psychologic and immunologic sequelae of several chronic diseases. For the past several years we have been investigating exercise training interventions, based on our model, for individuals infected with the human immunodeficiency virus type 1 (HIV-1). These studies indicate that a moderate exercise training program may attenuate the adverse stressor-induced psychologic and immunologic changes for asymptomatic HIV-1 seropositive individuals. In addition, our research indicates that continued aerobic exercise training may result in increased CD4 cell counts, immune surveillance, and a potential for a slowing of disease progression. Other researchers have demonstrated similar beneficial effects of exercise for individuals infected with HIV-1 who are at more advanced stages of disease. Exercise within the context of psychoneuroimmunology appears to be a very promising approach to the treatment of illness and promotion of health.