Multiple sclerosis (MS) is a complex disease in which environmental, genetic, and epigenetic factors determine the risk of developing the disease. The human leukocyte antigen region is the strongest susceptibility locus linked to MS, but it does not explain the whole heritability of the disease. To find other non-human leukocyte antigen loci associated with the disease, high-throughput genotyping, sequencing, and gene-expression studies have been performed, producing a valuable quantity of information. An overview of the genomic and expression studies is provided in this review, as well as microRNA-expression studies, highlighting the importance of combining all the layers of information in order to elucidate the causes or pathological mechanisms occurring in the disease. Genetics in MS is a promising field that is presumably going to be very productive in the next decade understanding the cross talk between all the factors contributing to the development of MS.