The disability, cognitive impairment, fatigue and depression are interacting features in multiple sclerosis (MS), whose relation is still unclear. The objective of this study was to evaluate in a sample of MS patients, the frequency of depressive symptoms, its predicting factors and relation with cognitive impairment, fatigue and disability. 255 consecutive MS patients and 166 healthy subjects were assessed for the presence of depressive symptoms with the Beck Depression Inventory-Fast Screen (BDI-FS). Patients with BDI-FS ≥ 4 were further investigated for the presence of neuropsychological impairment. Depressive symptoms were significantly more frequent and severe in patients than in controls. EDSS score was the only predicting factor of depression (3.5 = threshold EDSS score for depressive symptoms) in patients, whereas neuropsychological impairment was not correlated with BDI-FS and fatigue was found to be significantly correlated with attention, executive function and memory test scores, as well as with BDI-FS score in patients.