Multiple Sclerosis (MS) is a chronic autoimmune disease where lymphocytes inflict damage to the axons and myelin sheaths of the central nervous system. Persons with multiple sclerosis (pwMS) were long advised to avoid physical activity but the benefits of exercise to improve cardiovascular and cognitive functions in pwMS have become important aspects of standardized rehabilitation programs. Recent findings show that the achieved adaptations through exercise are associated with the intensity dependent lactate increases during exercise. This dose-response relationship between the mode and the exercise intensity implicates the relevance of the exercise protocol as higher exercise intensities seem to facilitate greater benefits, also in pwMS.