© 2018 Elsevier HS Journals, Inc. Purpose The decline of central nervous system (CNS) function is a hallmark characteristic of multiple sclerosis (MS) that can manifest as cognitive impairment. We believe that exercise represents a potential behavioral approach for counteracting the declines in CNS structure and associated function among persons with MS (ie, exercise as a countermeasure of CNS decline). This theory is important because disease-modifying drugs represent a first-line approach for modifying the immune system and its effects on the CNS, but these drugs do not generally demonstrate robust improvements in cognitive performance. Methods To the best of our knowledge, this article presents the first argument positioning exercise as a countermeasure for CNS decline in MS. Finding The reviewed research indicates a proliferating body of evidence describing physical fitness, physical activity, and exercise effects on cognitive performance and neuroimaging outcomes (ie, CNS functioning) in MS, with the consistent and strong association between cognitive performance and neuroimaging outcomes in this population as a backdrop. Implications We further present a framework and future research directions for better positioning exercise as a possible neuroprotective behavior against declining CNS function in MS.