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The regulation of potentially harmful immune responses by regulatory T (Treg) cells is essential for maintaining peripheral immune tolerance and homeostasis. Especially CD4(+) Treg cells have been regarded as pivotal regulators of autoreactive and inflammatory responses as well as inducers of immune tolerance by using a variety of immune suppressive mechanisms. Besides the well-known classical CD4(+)CD25(+)Foxp3(+) Treg cells, CD4(+) T cells expressing the immune tolerizing molecule human leukocyte antigen G (HLA-G) have been recently described as another potent thymus-derived Treg (tTreg) cell subset. Albeit both tTreg subsets share common molecular characteristics, the mechanisms of their immunosuppressive function differ fundamentally. Dysfunction and numerical abnormalities of classical CD4(+) tTreg cells have been implicated in the pathogenesis of several immune-mediated diseases such as multiple sclerosis (MS). Clearly, a deeper understanding of the various CD4(+) tTreg subsets and also the underlying mechanisms of impaired immune tolerance in these disorders are essential for the development of potential therapeutic strategies. This review focuses on the current knowledge on defining features and functioning of HLA-G(+)CD4(+) tTreg cells as well as their emerging role in various pathologies with special emphasis on the pathogenesis of MS. Furthermore, future research possibilities together with potential therapeutic applications are discussed.