We recently demonstrated that the sympathetic nervous system can be voluntarily activated following a training program consisting of cold exposure, breathing exercises, and meditation. This resulted in profound attenuation of the systemic inflammatory response elicited by lipopolysaccharide (LPS) administration. Herein, we assessed whether this training program affects the plasma metabolome and if these changes are linked to the immunomodulatory effects observed. A total of 224 metabolites were identified in plasma obtained from 24 healthy male volunteers at six timepoints, of which 98 were significantly altered following LPS administration. Effects of the training program were most prominent shortly after initiation of the acquired breathing exercises but prior to LPS administration, and point towards increased activation of the Cori cycle. Elevated concentrations of lactate and pyruvate in trained individuals correlated with enhanced levels of anti-inflammatory interleukin (IL)-10. In vitro validation experiments revealed that co-incubation with lactate and pyruvate enhances IL-10 production and attenuates the release of pro-inflammatory IL-1β and IL-6 by LPS-stimulated leukocytes. Our results demonstrate that practicing the breathing exercises acquired during the training program results in increased activity of the Cori cycle. Furthermore, this work uncovers an important role of lactate and pyruvate in the anti-inflammatory phenotype observed in trained subjects.