Cognitive impairment is a prevalent, disabling, and poorly managed consequence of multiple sclerosis (MS). This underscores the importance of considering alternative approaches, such as exercise training, for managing cognitive impairment in persons with MS. The consideration of exercise training is warranted based on evidence summarized in literature reviews and meta-analyses that (1) aerobic fitness, physical activity, and exercise training are associated with better cognitive function in older adults; and (2) exercise training has comparable effects on mobility and quality of life outcomes in older adults and persons with MS. To date, research examining aerobic fitness, physical activity, and exercise training effects on cognition in MS is nascent and mostly includes cross-sectional designs that provide preliminary evidence for a well-designed randomized controlled trial (RCT). We believe that a future RCT should adopt research methodologies and practices from gerontology when examining exercise training and cognition in MS. This will maximize the potential for successfully generating a body of knowledge on exercise training and cognition with the potential for impacting the lives of persons with MS.