Multiple sclerosis (MS) is an incurable disease, and despite current pharmacologic treatment being effective in reducing relapse rates and lesion burden, there is little evidence that these treatments work as effectively in preventing disability progression. In such cases, non-pharmacologic techniques such as exercise therapy with rehabilitation purposes may play an important role. This systematic review of randomised controlled trials (RCTs) aims at investigating the effects of exercise therapy in MS patients. The electronic database PubMed was searched for studies indexed between February 2004 and June 2012. Studies eligibility criteria included: clinical diagnosis of MS free of exacerbation; and intervention with exercise therapy, measured as activities of daily living (ADL). Two reviewers independently screened the titles and abstracts of the references retrieved. The methodological quality of the RCTs was assessed using the Physiotherapy Evidence Database scale (PEDro scale). The PubMed search resulted in a total of 72 articles, 11 of which were included in this review. The analysis included 591 participants, of which 358 (60.6 %) were women. Patients had a mean age between 37.1 and 54.6 years. Duration of MS since diagnosis was reported in nine of the 11 studies and varied between 5.2 and 15.9 years. According to PEDro scale, nine of the 11 included studies were considered to be of high methodological quality, with scores ranging from 7 to 10. In eight of the 11 included studies, the effectiveness of exercise therapy was compared to standard care, in two it was compared to those on a waiting list, and in one, to control treatment. The results of this review suggest that exercise therapy may have a beneficial effect in patients with MS, and therefore may be recommended for the rehabilitation of these patients.