Background: Fatigue is a common, debilitating symptom of multiple sclerosis (MS) without a current standardised treatment. Objective: The aim of this systematic review with network meta-analyses was to estimate the relative effectiveness of both fatigue-targeted and non-targeted exercise, behavioural and combined (behavioural and exercise) interventions. Methods: Nine electronic databases up to August 2018 were searched, and 113 trials ( n = 6909) were included: 34 were fatigue-targeted and 79 non-fatigue-targeted trials. Intervention characteristics were extracted using the Template for Intervention Description and Replication guidelines. Certainty of evidence was assessed using GRADE. Results: Pairwise meta-analyses showed that exercise interventions demonstrated moderate to large effects across subtypes regardless of treatment target, with the largest effect for balance exercise (SMD = 0.84). Cognitive behavioural therapies (CBTs) showed moderate to large effects (SMD = 0.60), with fatigue-targeted treatments showing larger effects than those targeting distress. Network meta-analysis showed that balance exercise performed significantly better compared to other exercise and behavioural intervention subtypes, except CBT. CBT was estimated to be superior to energy conservation and other behavioural interventions. Combined exercise also had a moderate to large effect. Conclusion: Treatment recommendations for balance and combined exercise are tentative as the certainty of the evidence was moderate. The certainty of the evidence for CBT was high.