It has been proposed that high exercise loads increase the risk of infection, most frequently reported as upper respiratory tract infections, by suppressing the immune system. Most athletes will not train when experiencing sickness due to the fear of health complications. However, high training volumes are incompatible with high rates of non-training days, regardless of the cause. The purpose of this observational study was to examine the relationship between self-reported, exercise-constraining days of sickness (days when the athlete decided not to train due to symptoms of disease, either self-reported or by a physician) and the volumes of exercise training in elite endurance athletes by analyzing data from training logs kept for several years. The subjects included 11 elite endurance athletes (8 male, 3 female) competing at national and international levels in cross-country skiing, biathlon and long-distance running. Training logs available from these 11 subjects added to a total of 61 training years. The number of training hours per year (462, 79-856; median, range) was significantly and negatively correlated to the reported number of days not training due to sickness (15, 0-164) by a 3^rd degree polynomial regression (R² = 0.48, F ratio = 18, p < 0.0001). We conclude that elite endurance athletes can achieve high training volumes only if they also experience few sick-days.