Cognitive decline is frequently observed in multiple sclerosis (MS) and has a major impact on quality of life. Therefore it would be important to offer therapeutic strategies to the patients. In the past, several studies were conducted on pharmacological or cognitive treatment. However, there is currently no specific treatment for cognitive decline and the studies published so far report heterogeneous results. The present paper focuses on the cognitive treatment strategies by reviewing and discussing the few studies that have been carried out in this area. In addition, results of a recently completed fMRI study on the visualization of cognitive training effects will be reported. This review clearly points out that further research in this area is needed to clarify the effects of cognitive intervention. Larger sample sizes and standardized neuropsychological outcome measures as well as standardized training tools are required to allow for comparisons between different studies and to improve our understanding of cognitive decline and the processes of cognitive recovery in MS.