(1) Purpose: Performing strenuous exercises negatively impacts the immune and gastrointestinal systems. These alterations cause transient immunodepression, increasing the risk of minor infections, especially in the upper respiratory tract. Recent studies have shown that supplementation of probiotics confers benefits to athletes. Therefore, the objective of the current study was to verify the effects of probiotic supplementation on cytokine production by monocytes and infections in the upper respiratory tract after an acute strenuous exercise. (2) Methods: Fourteen healthy male marathon runners received either 5 billion colony forming units (CFU) of a multi-strain probiotic, consisting of 1 billion CFU of each of Lactobacillus acidophilus LB-G80, Lactobacillus paracasei LPc-G110, Lactococcus subp. lactis LLL-G25, Bifidobacterium animalis subp. lactis BL-G101, and Bifidobacterium bifidum BB-G90, or a placebo for 30 days before a marathon. Plasma cytokines, salivary parameters, glucose, and glutamine were measured at baseline, 24 h before, immediately after, and 1 h after the race. Subjects self-reported upper respiratory tract infection (URTI) using the Wisconsin Upper Respiratory Symptom Survey (WURSS-21). The statistical analyses comprised the general linear model (GLM) test followed by the Tukey post hoc and Student's t-test with p < 0.05. (3) Results: URTI symptoms were significantly lower in the probiotic group compared to placebo. The IL-2 and IL-4 plasma cytokines were lower 24 h before exercise, while the other cytokines showed no significant differences. A lower level of IL-6 produced by monocytes was verified immediately after the race and higher IL-10 at 1 h post. No differences were observed in salivary parameters. Conclusion: Despite the low number of marathoners participating in the study, probiotic supplementation suggests its capability to preserve the functionality of monocytes and mitigate the incidence of URTI.