Age-related changes in immunity have been shown to highly influence morbidity and mortality. The aim of the present work was to study the effects of environmental enrichment (EE) (8–16 weeks) on several functions and oxidative stress parameters of peritoneal leukocytes, previously described as health and longevity markers, in mice at different ages, namely adult (44 ± 4 weeks), old (69 ± 4 weeks), and very old (92 ± 4 weeks). Mortality rates were monitored in control and enriched animals, and effects on survival of long-term exposure to EE until natural death were determined. The results showed that exposure to EE was efficient in improving the function (i.e., macrophage chemotaxis and phagocytosis, lymphocyte chemotaxis and proliferation, natural killer cell activity, interleukin-2 and tumor necrosis factor-α levels) and decreasing the oxidative–inflammatory stress (i.e., lowered oxidized glutathione content, xanthine oxidase activity, expression of Toll-like receptors 2 and 4 on CD4 and CD8 cells, and increased reduced glutathione and glutathione peroxidase and catalase activities) of immune cells. These positive effects of EE were especially remarkable in animals at older ages. Importantly, long-term exposure to EE from adult age and until natural death stands out as a useful strategy to extend longevity. Thus, the present work confirms the importance of maintaining active mental and/or physical activity aiming to improve quality of life in terms of immunity, and demonstrates that this active life must be initiated at early stages of the aging process and preserved until death to improve life span.