Continued stress can reduce the overall effectiveness of the immune system. Stress, caused by prolonged feelings of depression or anxiety, will increase the production of pro-inflammatory substances, such as hormones like cortisol and epinephrine, in the blood, which in turn can compromise, depress or suppress the immune system. High levels of anxiety are associated with decreased immune function. Chronic stress can lead to persistent changes in the immune system that can persist for years.
But not all stress suppresses the immune system. Some stressors actually give rise to enhanced immune responses. A study using mice suggests that a repeated stressful situation that triggers the animals’ natural “fight-or-flight” response may actually enhance their ability to fight disease when re-exposed to the same pathogen. The study showed that the stressed mice had a 10-fold increase in their resistance to an influenza infection, and that this protection lasted at least up to three months after the stressful episodes.
 Glaser et al: Chronic stress modulates the immune response to a pneumococcal pneumonia vaccine in Psychosomatic Medicine - 2000
 Kiecolt-Glaser et al: Marital quality, marital disruption, and immune function in Psychosomatic Medicine - 1987
 Mays et al: Stress and the anti-influenza immune response: repeated social defeat augments clonal expansion of CD8(+)T cells during primary influenza A viral infection in Journal of Neuroimmunology - 2012