Recent findings from our laboratory highlight the role of the modulation of the innate immune function and systemic inflammatory response in the effectiveness of balneotherapy in rheumatic diseases, specifically in elderly patients with osteoarthritis. Immune-neuroendocrine and stress mediators are involved in these effects. The ‘bioregulatory effect of balneotherapy’ has also been recently proposed as a mechanism of effectiveness that consists of a reduction in systemic pro-inflammatory mediators together with the achievement of an optimal innate response through stimulation (or at least lack of impairment) of the innate defences against pathogens (i.e. phagocytosis, microbicide activity) mediated by neutrophils, also generating immunophysiological adaptations through an optimal balance between the pro- and the anti-inflammatory responses in which regulatory T cells seem to have a crucial role. In the present paper, we aim to analyse the main conclusions related to how balneotherapy with the use of peloids (pelotherapy) affects the innate and inflammatory responses, constituting an immunophysiological mechanism underlying the proven clinical benefits of this intervention. We also introduce novel results regarding the innate response (phagocytic process) of monocytes in this therapy, an inflammatory cell that has not yet been studied in this context. Increased chemotaxis together with a decline in oxidative burst, without changes in phagocytosis, could be the main response induced by this modality of balneological intervention.