Exercise can be a beneficial rehabilitation strategy for people with multiple sclerosis to manage symptoms, restore function, optimise quality of life, promote wellness, and boost participation in activities of daily living. However, this population typically engages in low levels of health-promoting physical activity compared with adults from the general population, a fact which has not changed in the past 25 years despite growing evidence of the benefits of exercise. To overcome this challenge, the main limitations to promoting exercise through the patient–clinician interaction must be addressed. These limitations are the inadequate quality and scope of existing evidence, incomplete understanding of the mechanisms underlying the beneficial effects of exercise in people with multiple sclerosis, and the absence of a conceptual framework and toolkit for translating the evidence into practice. Future research to address those limitations will be essential to inform decisions about the inclusion of exercise in the clinical care of people with multiple sclerosis.