During the past decades, better understanding of relapsing-remitting multiple sclerosis disease mechanisms have led to the development of several disease-modifying therapies, reducing relapse rates and severity, through immune system modulation or suppression. In contrast, current therapeutic options for progressive multiple sclerosis remain comparatively disappointing and challenging. One possible explanation is a lack of understanding of pathogenic mechanisms driving progressive multiple sclerosis. Furthermore, diagnosis is usually retrospective, based on history of gradual neurological worsening with or without occasional relapses, minor remissions or plateaus. In addition, imaging methods as well as biomarkers are not well established. Magnetic resonance imaging studies in progressive multiple sclerosis show decreased blood-brain barrier permeability, probably reflecting compartmentalization of inflammation behind a relatively intact blood-brain barrier. Interestingly, a spectrum of inflammatory cell types infiltrates the leptomeninges during subpial cortical demyelination. Indeed, recent magnetic resonance imaging studies show leptomeningeal contrast enhancement in subjects with progressive multiple sclerosis, possibly representing an in vivo marker of inflammation associated to subpial demyelination. Treatments for progressive disease depend on underlying mechanisms causing central nervous system damage. Immunity sheltered behind an intact blood-brain barrier, energy failure, and membrane channel dysfunction may be key processes in progressive disease. Interfering with these mechanisms may provide neuroprotection and prevent disability progression, while potentially restoring activity and conduction along damaged axons by repairing myelin. Although most previous clinical trials in progressive multiple sclerosis have yielded disappointing results, important lessons have been learnt, improving the design of novel ones. This review discusses mechanisms involved in progressive multiple sclerosis, correlations between histopathology and magnetic resonance imaging studies, along with possible new therapeutic approaches.