The impact of performing exercise on the immune system presents contrasting effects on health when performed at different intensities. In addition, the consequences of performing chronic exercise have not been sufficiently studied in contrast to the effects of acute bouts of exercise. The porpoise of this work was to determine the effect that a popular exercise regimen (chronic/moderate/aerobic exercise) has on the proportion of different immune cell subsets, their function and if it affects the cannabinoid system with potentially functional implications on the immune system. A marked increase in several immune cell subsets and their expression of cannabinoid receptors was expected, as well as an enhanced proliferative and cytotoxic activity by total splenocytes in exercised animals. For this study male Wistar rats performed treadmill running 5 times a week for a period of 10 weeks, at moderate intensity. Our results showed a significant decrease in lymphocyte subpopulations (CD4+, Tγδ, and CD45 RA+ cells) and an increase in the cannabinoid receptors expression in those same cell. Although functional assays did not reveal any variation in total immunoglobulin production or NK cells cytotoxic activity, proliferative capability of total splenocytes increased in trained rats. Our results further support the notion that exercise affects the immunological system and extends the description of underlying mechanisms mediating such effects. Altogether, our results contribute to the understanding of the benefits of exercise on the practitioner´s general health.