Multiple sclerosis (MS) is one of the most prevalent chronic inflammatory autoimmune diseases. It causes the demyelination of neurons and the subsequent degeneration of the central nervous system (CNS). The infiltration of leukocytes of both myeloid and lymphoid origins from the systemic circulation into the CNS triggers autoimmune reactions through the release of multiple mediators. These mediators include oxidants, pro-inflammatory cytokines, and chemokines which ultimately cause the characteristic plaques observed in MS. Thioredoxin reductase (TrxR) and nuclear factor erythroid 2-related factor 2 (Nrf2) signaling plays a crucial role in the regulation of inflammation by modulating the transcription of antioxidants and the suppression of inflammatory cytokines. The gold compound auranofin (AFN) is known to activate Nrf2 through the inhibition of TrxR; however, the effects of this compound have not been explored in a mouse model of relapsing–remitting MS (RRMS). Therefore, this study explored the influence of AFN on clinical features, TrxR/Nrf2 signaling [heme oxygenase 1 (HO-1), superoxide dismutase 1 (SOD-1)] and oxidative/inflammatory mediators [IL-6, IL-17A, inducible nitric oxide synthase (iNOS), myeloperoxidase (MPO), nitrotyrosine] in peripheral immune cells and the CNS of mice with the RR type of EAE. Our results showed an increase in TrxR activity and a decrease in Nrf2 signaling in SJL/J mice with RR-EAE. The treatment with AFN caused the amelioration of the clinical features of RR-EAE through the elevation of Nrf2 signaling and the subsequent upregulation of the levels of antioxidants as well as the downregulation of oxidative/pro-inflammatory mediators in peripheral immune cells and the CNS. These data suggest that AFN may be beneficial in the treatment of RRMS.