Purpose Exercise training and social support have been reported to counteract the disabling symptoms of multiple sclerosis (MS). The purpose of this study was to pilot test a combined aerobic and resistance exercise program, performed in pairs, on functional abilities, fatigue, and health-related quality-of-life (HRQOL) in people with MS. Methods Eight patients with MS aged between 35 and 59 years were involved in a pre–post-pilot study. The intervention consisted of 20 combined aerobic and strength training sessions carried out by two participants simultaneously over a 7-week period. The Functional Independence Measure was used to assess activity limitation, and the Short Form-36 to evaluate the HRQOL. Fatigue perceptions were assessed by the Fatigue Severity Scale (FSS) and Fatigue Descriptive Scale (FDS). Overall, peak oxygen consumption test, 6-Minute Waking Test, T25-Foot Walk, and 9-Hole Peg Test were administered to evaluate functional abilities. Results Role-physical and Vitality HRQOL subscales significantly increased by 120 % (p = 0.026) and by 33.85 % (p = 0.012), respectively, over the training. Fatigue perception significantly decreased in both the scales: FDS changed by −12.20 % (p = 0.049) and FSS by −12.85 % (p = 0.034). No changes were reported for functional measures over the training period. Conclusions The full adherence of participants and the absence of detrimental effects sustain the feasibility of the training program. Findings suggest possible beneficial effects of a combined exercise program with social support on HRQOL and fatigue.