Twenty-two patients with multiple sclerosis (MS) and chronic pain we recruited into a quasi-experimental trial comparing the effects of self-hypnosis training (HYP) with progressive muscle relaxation (PMR) on pain intensity and pain interference; 8 received HYP and the remaining 14 participants were randomly assigned to receive either HYP or PMR. HYP-condition participants reported significantly greater pre- to postsession as well as pre- to posttreatment decreases in pain and pain interference than PMR-condition participants, and gains were maintained at 3-month follow-up. Most of the participants in both conditions reported that they continued to use the skills they learned in treatment and experienced pain relief when they did so. General hypnotizability was not significantly related to treatment outcome, but treatment-outcome expectancy assessed before and after the first session was. The results support the efficacy of self-hypnosis training for the management of chronic pain in persons with MS.