Multiple Sclerosis (MS) is a chronic pathology affecting the Central Nervous System characterized by inflammatory processes that lead to demyelination and neurodegeneration. In MS treatment, disease modifying therapies (DMTs) are essential to reduce disease progression by suppressing the inflammatory response responsible for promoting lesion formation. Recently, in addition to the classical injectable DMTs like Interferons and Glatiramer acetate, new orally administered drugs have been approved for MS therapy: dimethyl fumarate, teriflunomide and fingolimod. These drugs act with different mechanisms on the immune system, in order to suppress the harmful inflammatory process. An additional layer of complexity is introduced by the influence of polymorphic gene variants in the Human Leukocyte Antigen region on the risk of developing MS and its progression. To date, pharmacogenomic studies have mainly focused on the patient's response following admission of injectable drugs. Therefore, greater consideration must be made to pharmacogenomics with a view to developing more effective and personalized therapies. This review aims to shed light on the mechanism of action of the new oral drugs dimethyl fumarate, teriflunomide and fingolimod, taking into account both the importance of immunogenetics in drug response and pharmacogenomic studies.