The purpose of this paper is to evaluate the feasibility of diagnosing multiple sclerosis (MS) using optical coherence tomography (OCT) data and a support vector machine (SVM) as an automatic classifier. Forty-eight MS patients without symptoms of optic neuritis and forty-eight healthy control subjects were selected. Swept-source optical coherence tomography (SS-OCT) was performed using a DRI (deep-range imaging) Triton OCT device (Topcon Corp., Tokyo, Japan). Mean values (right and left eye) for macular thickness (retinal and choroidal layers) and peripapillary area (retinal nerve fibre layer, retinal, ganglion cell layer—GCL, and choroidal layers) were compared between both groups. Based on the analysis of the area under the receiver operator characteristic curve (AUC), the 3 variables with the greatest discriminant capacity were selected to form the feature vector. A SVM was used as an automatic classifier, obtaining the confusion matrix using leave-one-out cross-validation. Classification performance was assessed with Matthew’s correlation coefficient (MCC) and the AUCCLASSIFIER. The most discriminant variables were found to be the total GCL++ thickness (between inner limiting membrane to inner nuclear layer boundaries), evaluated in the peripapillary area and macular retina thickness in the nasal quadrant of the outer and inner rings. Using the SVM classifier, we obtained the following values: MCC = 0.81, sensitivity = 0.89, specificity = 0.92, accuracy = 0.91, and AUCCLASSIFIER = 0.97. Our findings suggest that it is possible to classify control subjects and MS patients without previous optic neuritis by applying machine-learning techniques to study the structural neurodegeneration in the retina.