Prolonged strenuous exercise may induce inflammation, cause changes in gastrointestinal permeability, and lead to other unfavorable biological changes and diseases. Nutritional approaches have been used to prevent exercise-induced inflammatory responses and gastrointestinal disorders. Hyperimmunized milk, obtained by immunizing cows against specific antigens, promotes the development of immunity against pathogens, promotes anti-inflammatory effects, and protects intestinal function. Immune protein (IMP) is a concentrated product of hyperimmunized milk and is a more promising means of supplementation to protect against acute infections and inflammation. To determine whether IMP has protective properties against exercise-induced gastrointestinal dysfunction and inflammation, we examined biochemical markers, intestinal damage markers, and pro-/anti-inflammatory profiles of young male runners using a randomized, placebo controlled, cross-over design. Urine samples were collected and used for measurements of creatinine, -acetyl-β-d-glucosaminidase, osmotic pressure, and specific gravity. Titin was measured as a muscle damage marker. Further, urine concentrations of complement 5a, calprotectin, fractalkine, myeloperoxidase, macrophage colony-stimulating factor, monocyte chemotactic protein-1, intestinal fatty acid binding protein (I-FABP), interferon (IFN)-γ, interleukin (IL)-1β, IL-1 receptor antagonist, IL-2, IL-4, IL-6, IL-8, IL-10, IL-12p40, and tumor necrosis factor (TNF)-α were measured by enzyme-linked immunosorbent assays. We demonstrated that urine osmotic pressure, urine specific gravity, I-FABP, IFN-γ, IL-1β, and TNF-α were reduced by 8 weeks of IMP supplementation, indicating that IMP may have potential in preventing strenuous exercise-induced renal dysfunction, increased intestinal permeability, and inflammation. Thus, IMP supplementation may be a feasible nutritional approach for the prevention of unfavorable exercise-induced symptoms.