Effects of Weight Training on Immune System?

[Lyndon]

I seem to be stuck in a vicious cycle of getting into the gym and sooner or later (anywhere from 2 - 8 weeks), I come down with a flu that takes me down for a couple of weeks and then it's a few more weeks before I then have the physical energy to lift weights again. By that time the gains I've started to make have withered away and I'm back to 'square one'.

I'm wondering if weight training has a negative effect on the immune system in some way, perhaps if a particular nutritional element(s) of my diet is lacking? Has anyone else experienced this sort of cycle?

Keen for some thoughts as this is a really regular and frustrating pattern I'm not sure how to break.