Multiple sclerosis is a chronic and progressive autoimmune demyelinating disease of the central nervous system. It is also the most common autoimmune inflammatory disease of the central nervous system. It is caused by genetic factors and environmental factors. Its name, the disease with a thousand faces, characterizes the fact that the symptoms depend on where the lesions appear on the central nervous system. Early intervention is important due to the establishment of an early diagnosis in order to reduce the progression of the disease with proper treatment. Neurological reserve depends on genetic factors, but also largely on lifestyle. Preservation of neurological reserve is achieved through a comprehensive healthy lifestyle, which results in brain health. Neurological reserve is divided into cerebral and cognitive reserve. With the application of prescribed therapy, physical activity and physical exercise are also important as a mediator for preserving the neurological reserve of patients. The approach and program of physical exercise is exclusively individual depending on the manifestation of symptoms. Decrease in neurological reserve leads to brain atrophy. The goal of physical exercise in the early stages of the disease is to increase or preserve the neurological reserve due to the neuroplasticity of the brain, and to prevent the appearance of new lesions and thus the progression of the disease, which leads to disability. Physical exercise greatly affects the quality of life and the prevention of depression and anxiety. The main mediator is aerobic exercises, as well as strength training, balance and flexibility exercises, which favors the prevention of falls, physical and mental health, and the reduction of comorbidities that largely depend on the progress of multiple sclerosis.