Objective. To investigate the influence of demographic and clinical variables, such as depression, fatigue, and quantitative MRI marker on cognitive performances in a sample of patients affected by multiple sclerosis (MS). Methods. 60 MS patients (52 relapsing remitting and 8 primary progressive) underwent neuropsychological assessments using Rao’s Brief Repeatable Battery of Neuropsychological Tests (BRB-N), the Beck Depression Inventory-second edition (BDI-II), and the Fatigue Severity Scale (FSS). We performed magnetic resonance imaging to all subjects using a 3 T scanner and obtained tissue-specific volumes (normalized brain volume and cortical brain volume). We used Student’s t-test to compare depressed and nondepressed MS patients. Finally, we performed a multivariate regression analysis in order to assess possible predictors of patients’ cognitive outcome among demographic and clinical variables. Results. 27.12% of the sample (16/59) was cognitively impaired, especially in tasks requiring attention and information processing speed. From between group comparison, we find that depressed patients had worse performances on BRB-N score, greater disability and disease duration, and brain volume decrease. According to multiple regression analysis, the BDI-II score was a significant predictor for most of the neuropsychological tests. Conclusions. Our findings suggest that the presence of depressive symptoms is an important determinant of cognitive performance in MS patients.