Background Studies evaluating interferon beta (IFNβ) for multiple sclerosis (MS) showed only partial efficacy. In many patients, IFNβ does not halt relapses or disability progression. One strategy to potentially enhance efficacy is to combine IFNβ with classical immunosuppressive agents, such as azathioprine (AZA) or corticosteroids, commonly used for other autoimmune disorders. Objective The Avonex–Steroids–Azathioprine study was placebo-controlled trial and evaluated efficacy of IFNβ-1a alone and combined with low-dose AZA alone or low-dose AZA and low-dose corticosteroids as initial therapy. Methods A total of 181 patients with relapsing–remitting MS (RRMS) were randomized to receive IFNβ-1a 30 μg intramuscularly (IM) once weekly, IFNβ-1a 30 μg IM once weekly plus AZA 50 mg orally once daily, or IFNβ-1a 30 μg IM once weekly plus AZA 50 mg orally once daily plus prednisone 10 mg orally every other day. The primary end point was annualized relapse rate (ARR) at 2 years. Patients were eligible for enrollment in a 3-year extension. Results At 2 years, adjusted ARR was 1.05 for IFNβ-1a, 0.91 for IFNβ-1a plus AZA, and 0.73 for combination. The cumulative probability of sustained disability progression was 16.8% for IFNβ-1a, 20.7% for IFNβ-1a plus AZA, and 17.5% for combination. There were no statistically significant differences among groups for either measure at 2 and 5 years. Percent T2 lesion volume change at 2 years was significantly lower for combination (+14.5%) versus IFNβ-1a alone (+30.3%, P < 0.05). Groups had similar safety profiles. Conclusion In IFNβ-naïve patients with early active RRMS, combination treatment did not show superiority over IFNβ-1a monotherapy.