The present study was designed and conducted to study the rapid response of serum cortisol and immunoglobulin A to one session of the progressive exhaustive run. The participants in the study were 45 athletes, including those in the super league handball team (21 men) and first-division basketball league and second-division football league (23 women) in Fars province who took part in the study voluntarily. To perform the exercise, each participant used a treadmill in one session of the progressive exhaustive run, starting from the speed of four miles per hour. Then, the speed of the machine was increased by one mile per hour every two minutes until the participant was not able to continue the activity. For measuring the density of cortisol and IgA, serum samples were collected at the time of rest and immediately after the activity. The statistic t-test for correlated groups was used for comparing the density of cortisol and IgA before and after the activity, and the statistic t-test for independent groups was used for comparing women and men. The findings showed that the density of serum cortisol increased significantly in both women and men after one session of maximum progressive activity. On the other hand, the density of serum IgA (P > 0.05) did not change significantly in either group of women and men with the maximum progressive activity. The findings of this research showed that one session of maximum progressive exercise results in remarkable changes in the density of serum cortisol in elite athletes and causes a significant increase in its density. It can be concluded that the response of cortisol to physical activity is quicker than that of IgA.