The practice of sport by multiple sclerosis patients has long been controversial. Recent studies, however, show that both sport and physical activity are essential for these patients. Indeed, they help to cope with the effects of multiple sclerosis, such as fatigue, reduced endurance, loss of muscle mass, and reduction of muscle strength. The beneficial effects of physical activity on these patients have been underlined in several studies, whereas those of practicing sport have been the subject of fewer evaluations and assessments. The aim of this update is to report on the effects of sport on multiple sclerosis patients. The benefits of sport have been demonstrated in several studies. It helps multiple sclerosis patients to increase their balance, resistance to fatigue, mobility and quality of life. Several biases in these studies do not enable us to recommend the practice of some of these sports on a routine basis.