To determine whether physical fitness (aerobic capacity) moderated the relationship between stressful life events and subsequent illness, 112 subjects first reported their life changes (stress) for the preceeding 12 months and then had their fitness assessed with a submaximal bicycle ergometer test. For the next 9 weeks, the subjects kept records concerning their physical health (e.g., ailments, doctor visits, medication usage), and at the end of that period they completed forms that measured psychologic symptoms (e.g., depression, anxiety, alienation). Multiple regression analyses revealed that a high level of life stress during the preceding year was related to poorer subsequent physical health for subjects with a low level of fitness in particular. Life stress was found to have little impact on the subsequent physical health of fit subjects. Similar results were found for depression. These results indicate that fitness does moderate the stress-illness relationship and suggest that increasing fitness may be a way of diminishing the effects of unavoidable stress.