One of the leading symptoms in patients with multiple sclerosis (MS) is cognitive impairment. It often affects aspects of cognition such as learning ability, memory, processing speed, and attention. It has been proven that patients often complain of difficulties in multitasking and choosing the right words. These problems are often underestimated. Various studies show that regular physical activity, mainly aerobic exercise, can potentially improve cognitive function. Positive effects on concentration, memory, and multitasking were described. In March 2019, the Tyumen regional center of MS, together with the clinical Institute of the brain (Yekaterinburg), launched a clinical study of methods for rehabilitation of cognitive disorders in patients with MS. There was a statistically significant improvement in MOCA-test scores, according to SDMT and PASSAT data in the main group of MS patients. Despite a significant improvement in cognitive function, the self-assessment of mental function according to the MSQOL54-MN test in this group of patients did not change. Our preliminary results suggest that a comprehensive and well-controlled training program can improve cognitive abilities in MS patients even after a short course of treatment.