Multiple Sclerosis (MS) is a prevalent neurological and non-traumatic disease which is most common in young and adult women. Multiple Sclerosis is a disabling disease can affect various aspects of life. Studies have reported that complement and alternative treatments can have positive effects on people with MS. Exercise presents an important behavioral approach for counteracting the declines in CNS structure and associated function among people with multiple sclerosis. Aerobic exercise improves walking ability in people with multiple sclerosis and increases neurological recovery and neurotrophin in nonhuman animals. Non-aerobic exercise has no effect on the memory of people with MS, but aerobic exercise can be utilized as a behavioral approach to improving the memory of people with MS. Purpose of this review was to study the effects of exercise on the improvement of patients with multiple sclerosis. According to the results, it seems that exercise in a variety of ways (aquatic exercise, aerobic exercise, non-aerobic exercise,…) can have positive effects on people with multiple sclerosis and we can use an exercise plan as a complementary treatment for multiple sclerosis patients in clinical therapies.