Common sense would be that exercising with a cold is a bad idea; however, research suggests that there may be nothing to fear from a workout when you are sick. Lung function and metabolic response to exercise appears to be no different when you have a head cold to when you are healthy. In fact, many research subjects reported feeling better after exercising. So the next time you have a head cold, runny nose, sneezing, etc, you may want to consider a little exercise.