As painful as a walk to the gym in the brisk weather might sound, experts say that moderate exercise helps generate endorphins. 

"These feel-good chemicals strengthen your immune system by increasing the production of 'natural killer cells,' white blood cells that destroy viruses. Focus less on the type of workout and more on your level of exertion," Brian McFarlin, Ph.D. said. McFarlin is an assistant professor of exercise physiology and nutrition at the University of Houston.