Levels of the stress hormone cortisol which suppresses the immune system are higher in athletes who train early rather than late in the day.
"The results of this study suggest that the optimal time for training -- that is, the time of day with the least immunosuppressive effect -- is the evening," said Dr Lygeri Dimitriou, of Brunel University in Isleworth, southeast England.
In a study reported in the British Journal of Sports Medicine, Dimitriou and his colleagues studied the effects of early morning and evening training programs on 14 competitive swimmers.
The researchers measured their levels of cortisol and their IgA secretory rate, a marker of immune activity, in saliva after early and late training sessions.
Levels of cortisol were higher in the morning, both before and after the training but the IgA secretory rates were lower but were not affected by the training session.
The scientists said the findings suggest that a person's internal body clock, or circadian rhythms, have an impact on the immune system.
They suggest athletes should avoid early morning training, particularly after an injury or illness or before a big competition.
"This study shows that there is a morning circadian lowering of IgA and saliva secretory rate and an increase in cortisol, indicating that athletes should avoid early morning training," Dimitriou added.