Acute stress can compromise acquired, and potentiate innate, immunity. Recent evidence suggests that the impact of stress on measures of immunity can be modulated by the physical activity status of the organism and that extracellular heat shock protein 72 (eHSP72) contributes to the activation of innate immunity produced by stress. Therefore, this study investigated whether physical activity status would impact the immunologically enhancing effects of stressor exposure [inescapable tail-shock stress (IS)] on innate immunity and whether changes in eHSP72 responses could play a role. Adult, male Fischer 344 rats lived with mobile (physically active) or immobile (sedentary) running wheels. After 6 wk, rats were exposed to IS or to no stress. Immediately after IS, all rats were injected subcutaneously with live Escherichia coli. Inflammation was assessed daily, and plasma eHSP72 was measured at various time points. Rats exposed to IS resolved their inflammation faster than nonstressed rats, but the beneficial impact of stress on recovery was greater in physically active rats. All rats had equal increases in circulating eHSP72 after IS. Splenocytes harvested from a separate cohort of nonstressed rats were cultured with eHSP72, and nitric oxide and cytokines were measured. Physically active rats responded to eHSP72 stimulation in vitro with a greater nitric oxide and cytokine response than sedentary rats. Thus physically active rats both recover faster than sedentary rats after bacterial challenge + IS exposure and demonstrate potentiated cellular responses to eHSP72 activation that could be important for bacterial recovery.