Exercise represents a behavioral approach for the restoration of function and management of symptoms among persons with multiple sclerosis (MS). The current paper provides a review on the topic of exercise in MS and is separated into four sections. The first section defines exercise and related constructs. The second section summarizes evidence for the benefits of exercise in MS based on literature reviews and meta-analyses. The third section focuses on the safety of exercise in MS based on the reporting of relapses and other adverse events, and the last section describes guidelines for exercise. The paper concludes with a discussion of major limitations with the existing body of research and highlights some of the pressing areas for future research on exercise in MS.