Prolonged, exhaustive exercise frequently leads to an increased incidence of upper respiratory tract illness (URTI) which is linked to transient immunodepression. We investigated potential biochemical markers of stress and fatigue, and URTI symptoms as a surrogate of immunodepression, in US Marines undergoing intensive winter training at altitude. Selected plasma amino acids and leptin (p[Lep]) were measured as possible markers of fatigue and immunodepression, together with nonesterified fatty acids (p[NEFA]) and total antioxidant capacity (p[TAC]). Changes were observed in plasma free tryptophan (p[FT]), p[Gln], p[Lep], p[NEFA], p[TAC] but not branched chain amino acids (p[BCAA]). p[FT] decreased markedly. Resting p[Gln] decreased overall after one month at altitude. p[Gln] routinely decreases 1-2 hrs after prolonged exercise. Importantly, we observed early morning decreases in p[Gln], suggesting a cumulative effect of prolonged activity, stress, and fatigue. Concomitantly, individuals with highest illness scores had the greatest p[Gln] decrease: low p[Gln] may therefore be associated with a diminished stress tolerance.