Multiple sclerosis (MS) is a chronic inflammatory disorder of the central nervous system typically affecting young adults. Psychological coping has proved to be crucially important for adjusting to the adaptive demands of chronic diseases, and in the last few years it has received growing interest in MS. A common finding in the literature is that MS patients tend to adopt dysfunctional avoiding strategies and to rely less on task-oriented and positive attitude strategies, which represent a better adjustment to disease-related challenges. Moreover, the studies show higher psychoticism in MS subjects compared with the general population, and higher levels of depression and anxiety that can contribute to lower QoL perception. In our study including 63 MS patients cognitive functioning did not seem to influence the type of coping. However, subjects with impairment on tasks that assess sustained attention and some aspects of executive function were less prone to adopt positive coping strategies. Cognitive and emotional problems should be carefully monitored, providing prompt diagnosis and treatment as appropriate.