Multiple sclerosis (MS) is a prevalent cause of physical disability in adults, with inflammation-induced demyelination and neurodegeneration contributing to its etiology. This comprehensive review explores the multifaceted benefits of exercise in managing MS, including improvements in aerobic capacity, balance, muscle strength, immune and hormonal functions and mood. Various exercise modalities, such as aerobic, resistance, flexibility, and balance training, are discussed, along with tailored protocols for MS patients. Recommended exercise strategies are: aerobic exercise: 2–3x/week; 10–30 minutes (40 %–60 % of maximum heart rate (HRmax), HIIT: 1x/week, five 30–90-second intervals at 90 %–100 % HRmax, Resistance training: 2–3x/week, 5–10 exercises; 1–3 sets for each exercise, 8–15 repetitions/set. The review also examines the impact of exercise on neuroplasticity, cardiovascular responses, cytokine modulation, stress hormone regulation, brain structure, and function and fatigue perception. Emphasizing the importance of exercise in enhancing the quality of life for individuals with MS, the review proposes exercise prescriptions and highlights the promising link between physical activity, brain health, and improved hormonal and immune status in MS patients. This review aims to inform future research and guide clinical practices for effective MS management.