There is clear evidence that nutritional supplementation helps to restore immune function and contributes to optimal resistance to infections in malnourished people. However, the literature is less clear on the suggested benefits of dietary supplementation for immune function in healthy, well nourished subjects. Such studies are hampered by large variability in immune function markers and clinical outcome measures, which are known to be affected by factors such as genotype, age, gender, history of infections and vaccinations, and various stressors associated with lifestyle. Therefore, there appears to be a need to employ experimental models that control and/or manipulate the factors that are responsible for this variability. Conceivably, such a model could experimentally apply various forms of stress to physiologically suppress the immune system and assess whether nutritional intervention can (partially) compensate the deleterious effects. Here we review effects of psychological stress, physical exertion, and sleep deprivation on various aspects of immune function and susceptibility to common infections. We focus on the usefulness of such stress models to evaluate the putative beneficial role of diets/nutrients on immune function in healthy individuals.