Environmental Enrichment (EE) is based on the promotion of socio-environmental stimuli, which mimic favorable environmental conditions for the practice of physical activity and health. The objective of the present systematic review was to evaluate the influence of EE on pro-and anti-inflammatory immune parameters, but also in cell activation related to the innate and acquired immune responses in the brain and peripheral tissues in rodents. Three databases [PubMed (2209 articles), Scopus (1154 articles), and Science Direct (1040 articles)] were researched. After applying the eligibility criteria, articles were selected for peer review, independently, as they were identified by September 2021. The protocol for this systematic review was registered in the PROSPERO. Of the 4417 articles found, 16 were selected for this systematic review. In the brain, EE promoted a reduction in proinflammatory cytokines and chemokines. In the blood, EE promoted a higher percentage of leukocytes, an increase in CD19+ B lymphocytes, and the proliferation of Natura Killer (NK cells). In the bone marrow, there was an increase in the number of CD27− and CD11b+ mature NK cells and a reduction in CD27− and CD11b+ immature Natural Killer cells. In conclusion, EE can be an immune modulation approach and plays a key role in the prevention of numerous chronic diseases, including cancer, that have a pro-inflammatory response and immunosuppressive condition as part of their pathophysiology.