The diet of many athletes is inadequate due to overly restrictive habits and an obsession with losing weight in order to maintain a particular level of body weight. Many female athletes, particularly those who participate in sports that emphasize leanness (gymnastics, distance running, diving, figure skating and classical ballet), have suboptimal energy and nutrient intakes and are at risk of compromised nutritional status, including fatigue, dehydration, nutrient inadequacies, delayed growth and an impaired immunocompetence. It is very well known that active women and girls who are driven to excel in sports may develop the so-called female athlete triad in which malnutrition, amenorrhoea and osteoporosis appear as typical signs of medical complications, frequently linked to serious psychological alterations. This outcome is mainly related to that found in eating disorders-syndromes in which athletes have been defined to be at increased risk. As a consequence of all these alterations, the immune system may be affected in athletes, and subsequently they might be more prone to infections. As there is a lack of knowledge about how the immune system may be affected in basal conditions of athletes, the study of immunocompetence as an index of the nutritional status is reviewed. In summary, it is necessary to encourage all professionals surrounding athletes to be aware of the importance of taking care of their nutritional status in order not only to avoid physical and psychological complications but also to improve performance and, thus, to achieve sporting goals.