Background: Fatigue occurs in the majority of patients with multiple sclerosis (MS) and therapeutic possibilities are few. Exercise therapy is a therapeutic option but no studies have systematically reviewed the existing literature evaluating the effect of exercise therapy on MS fatigue. Objective: To determine the effect of exercise therapy on MS fatigue by systematically reviewing the literature. Methods: A comprehensive literature search (PubMed, SweMed +, Embase, Cochrane, CINAHL, PEDro, Sport Discuss and Bibliotek.dk) was conducted. Results: Studies evaluating the effect of exercise therapy on MS fatigue show heterogeneous results and only few studies have evaluated MS fatigue as the primary outcome. The heterogeneous findings seem to be related to the selected study population, which in many studies are non-fatigued. Most studies that have included fatigued patients with MS show positive effects, although it is not clear whether any exercise modalities are superior to others because there are no comparative studies regarding different exercise interventions. Conclusion: Exercise therapy has the potential to induce a positive effect on MS fatigue, but findings are heterogeneous probably because many studies have applied non-fatigued study populations. Furthermore, only few studies have evaluated MS fatigue as the primary outcome measure, emphasizing the need for future studies within this field.