Studies examining the immune response to acute intensive swimming have shown increased leukocytosis and lymphocyte populations. However, studies concerning mucosal immunity and sex differences remain controversial. The objective of the study was to examine sex differences on the immune response to maximal incremental swimming exercise in well trained swimmers. Participants (11 females, controlled for menstrual cycle phase effects; 10 males) performed a maximal incremental 7x200 m front crawl set. Fingertip capillary blood samples were obtained after each 200 m swim for lactate assessment. Venous blood and saliva samples were collected before and 5 minutes after the swimming test to determine total numbers of leukocytes, lymphocytes and subpopulations, and serum and salivary immunoglobulin A (IgA) levels. IgA secretion rate was calculated. Menstrual cycle phase did not influence the immune response to exercise. As for sex differences, exercise induced an increase in leukocytes, total lymphocytes, CD3⁺, CD4⁺, CD8⁺, and CD16⁺/56⁺ in males. In females, only leukocytosis, of a lower magnitude than was observed in males, occurred. CD19⁺ increased and CD4⁺/CD8⁺ ratio decreased in both groups following exercise whilst IgA, SIgA concentrations, and srIgA did not change. Both males and females finished the incremental exercise very close to the targeted race velocity, attaining peak blood lactate concentrations of 14.6±2.25 and 10.4±1.99 mmol.L^-1, respectively. The effect of a maximal incremental swimming task on immunity is sex dependent and more noticeable in men. Males, as a consequence of higher levels of immunosurveillance may therefore be at a lower risk of infection than females.