Multiple sclerosis is an unpredictable neurologic disease affecting 2.8 million people worldwide. Individuals with MS experience multiple physical and psychological symptoms such as depression, anxiety, fatigue, and pain that impact their general functioning and quality of life. The aim of this review is to highlight the importance of psychological interventions in reducing depression and anxiety symptoms associated with the diagnosis of multiple sclerosis. Cognitive and behavioral techniques are also useful in relieving the specific symptoms of multiple sclerosis. However, few studies have captured the psychological processes involved in reducing the symptoms of depression and anxiety, which is why greater concern is recommended in future studies in order to develop better psychological interventions tailored for patients with multiple sclerosis.