You're protecting yourself against colds, flu, you name it. Exercise elevates your level of immunoglobulins, which are proteins that help bolster your immune system and ward off infection. "Every sweat session you do can help strengthen your immune function for about 24 hours," says Cedric Bryant, PhD, chief science officer for the American Council on Exercise.
The skin also serves as a release point for heat. (See “Why Does My Face Turn Red When I Exercise?” for more on that.) When you exercise, your muscles generate a lot of heat, which you have to give up to the environment so your body temperature doesn’t get too high, Hackney says. The heat in the muscle transfers to the blood, which shuttles it to the skin; it can then escape into the atmosphere.