Obesity is often associated with irregular dietary habits and reduced physical activity. Regular exercise induces a metabolic response that includes increased expression of various cytokines, signaling proteins and hormones, and reduced adipocyte size. In this study, mice performed a swimming exercise for 10 min/day, 5 days/week for 3 weeks. We then investigated the effect of this exercise regimen on inflammation induced by infection with drug-resistant Staphylococcus aureus strain 3089 (DRSA). In humans, DRSA causes dermatitis and pneumonitis. Similarly, DRSA induced inflammatory pneumonitis in both no-exercise (No-EX) and swim-trained (SW-EX) ICR mice. Regular exercise increased levels of the pro-inflammatory cytokines TNF-α and IL-1β and nitric oxide in both serum and whole lung tissue in SW-EX, as compared to No-EX control mice. Moreover, levels of the antimicrobial peptide cathelicidin were significantly increased in visceral adipose tissue and whole lung tissue in the SW-EX group, and this was accompanied by a reduction in the size of visceral adipocytes. In addition, levels of the inflammation marker peroxisome proliferator-activated receptor gamma coactivator-1 (PGC-1) were not increased in the lung tissue of SW-EX mice. These findings suggest that in these model mice, regular exercise strengthens immune system responses, potentially preventing or mitigating infectious disease.