Purpose: The aim of this study was to compare the efficacy of three water immersion interventions performed after active recovery compared to active recovery only on the resolution of inflammation and markers of muscle damage post-exercise. Methods: Nine physically active men (n = 9; age 20‒35 years) performed an intensive loading protocol, including maximal jumps and sprinting on four occasions. After each trial, one of three recovery interventions (10 min duration) was used in a random order: cold-water immersion (CWI, 10 °C), thermoneutral water immersion (TWI, 24 °C), contrast water therapy (CWT, alternately 10 °C and 38 °C). All of these methods were performed after an active recovery (10 min bicycle ergometer), and were compared to active recovery only (ACT). 5 min, 1, 24, 48, and 96 h after exercise bouts, immune response and recovery were assessed through leukocyte subsets, monocyte chemoattractant protein-1, myoglobin and high-sensitivity C-reactive protein concentrations. Results: Significant changes in all blood markers occurred at post-loading (p < 0.05), but there were no significant differences observed in the recovery between methods. However, retrospective analysis revealed significant trial-order effects for myoglobin and neutrophils (p < 0.01). Only lymphocytes displayed satisfactory reliability in the exercise response, with intraclass correlation coefficient > 0.5. Conclusions: The recovery methods did not affect the resolution of inflammatory and immune responses after high-intensity sprinting and jumping exercise. It is notable that the biomarker responses were variable within individuals. Thus, the lack of differences between recovery methods may have been influenced by the reliability of exercise-induced biomarker responses.