To determine the relationship between appraisal and societal participation in fatigued patients with Multiple Sclerosis (MS), and whether this relation is mediated by coping styles. 265 severely-fatigued MS patients. Appraisal, a latent construct, was created from the General Self-Efficacy Scale and the helplessness and acceptance subscales of the Illness Cognition Questionnaire. Coping styles were assessed using the Coping Inventory Stressful Situations (CISS21) and societal participation was assessed using the Impact on Participation and Autonomy. A multiple mediator model was developed and tested by structural equation modeling on cross-sectional data. We corrected for confounding by disease-related factors. Mediation was determined using a product-of-coefficients approach. A significant relationship existed between appraisal and participation (β = 0.21, 95 % CI 0.04–0.39). The pathways via coping styles were not significant. In patients with severe MS-related fatigue, appraisal and societal participation show a positive relationship that is not mediated by coping styles.