Exercise has profound but variable effects on the immune system. However, only limited information exists about the changes of exercise-induced gene expression in whole immune cells. The aim of this study is to unravel the potential molecular changes of genes which are related to immunity after exercise. The raw expression data and corresponding clinical of GSE18966 were downloaded from Gene Expression Omnibus database. The differentially expressed genes between control group and treat groups were performed by in-house developed perl scripts. A total of 83 differentially expressed genes (DEGs) (|log2 FC|> 1, FDR < 0.05) were identified between control and treat group 1 (0 h after exercise), 128 DEGs (|log2 FC|> 1, FDR < 0.05) between control and treat group 2 (4 h after exercise), and there was no significant difference between control and treat group 3 (20 h after exercise). Next, we identified 51 overlapping genes between treat group 1 (0 h after exercise) and treat group 2 (4 h after exercise) using Venn analysis. Protein–protein interaction (PPI) network was constructed by Cytoscape 3.7.2, and nine hub genes (S100A12, FCGR3B, FPR1, VNN2, AQP9, MMP9, OSM, NCF4, HP) were identified. Finally, 9 hub genes were identified as the potential biomarkers of exercise using validation set (GSE83578) verification analysis. These hub genes might serve as potential molecular targets of monitoring exercise and training processes in the further.