The aim of this review is to provide a summary of the known effects of exercise on neutrophil immune functions of athletes. We measured three neutrophil immune functions (i.e., phagocytic activity (PA), reactive oxygen species (ROS) production, and serum opsonic activity (SOA)) in various types of exercise. The following is our recent findings. (1) A regular exercise increases ROS production and decreases PA. We call this change a normal pattern, and an abnormal pattern except this change. (2) A prolonged, strenuous activity (e.g., rugby match and marathon) decreases both ROS production and PA. This is one of the abnormal pattern. (3) The exercise loading performed after a camp training decreases ROS production whereas PA does not change. This is another abnormal pattern. (4) When judoists who had stopped judo training for 6 months restarted their training, the exercise loading at the beginning of their training decreases PA whereas ROS production does not change. This is another abnormal pattern. (5) A regular exercise 2 months after the beginning of their training increases ROS production and decreases PA. This change is a normal pattern. SOA showed a similar pattern of changes to ROS under all conditions. The changes in neutrophil immune functions after performing various exercises might result from the balance between external factors (intensity and style of exercise) and internal factors (e.g., fatigue and physical pain). Therefore, the changes in three neutrophil immune functions after exercise might be an index of athletes’ condition.