High levels of physical activity have been linked to benefits in cardiovascular and bone health by affecting, in part, changes in proinflammatory profile. Therefore, we have aimed to assess the effects of intensive training on markers of inflammation, endothelial activation and auto-immunity in the absence of the potential confounding effects of incident atherosclerosis. The subjects comprised 25 competitive gymnasts and 19 healthy sedentary adolescent females, aged 8-17 years. Serum soluble intercellular adhesion molecule 1 (sICAM-1), high sensitivity C-reactive protein (hsCRP), heat shock protein 27 (Hsp27) and Hsp27 antibody titres were measured by ELISAs in a sample of adolescent girls who were either physically active (competitive gymnasts) or sedentary. The association between age, body mass index (BMI), dietary intake, serum hsCRP, sICAM-1 and Hsp27 antigen and antibody titres were determined. The mean serum sICAM-1 concentrations were significantly higher in the gymnasts compared to the sedentary females (0.29 ± 0.02 versus 0.23 ± 0.01 mg·L^-1, p < 0.01). In contrast serum hsCRP concentrations were substantially lower in the gymnasts compared to the sedentary adolescent females (0.49 ± 0.03 versus 1.38 ± 0.19 mg·L^-1, p < 0.001). Differences remained significant after adjustment for anthropometric factors. We also found that serum Hsp27 antigen concentrations were determined by dietary saturated fat intake (p < 0.001), and antibody titres to Hsp27 were determined by dietary PUFA (p < 0.001) after adjustment for BMI. Our findings show that young female gymnasts have an altered profile of inflammatory markers and endothelial activation compared to their less physically active peers.