Fatigue occurs in the majority of multiple sclerosis patients and therapeutic possibilities are few. Fatigue, mood and quality of life were studied in patients with multiple sclerosis following progressive resistance training leading to improvement of muscular strength and functional capacity. Fatigue (Fatigue Severity Scale, FSS), mood (Major Depression Inventory, MDI) and quality of life (physical and mental component scores, PCS and MCS, of SF36) were scored at start, end and follow-up of a randomized controlled clinical trial of 12 weeks of progressive resistance training in moderately disabled (Expanded Disability Status Scale, EDSS: 3-5.5) multiple sclerosis patients including a Control group (n = 15) and an Exercise group (n = 16). Fatigue (FSS > 4) was present in all patients. Scores of FSS, MDI, PCS-SF36 and MCS-SF36 were comparable at start of study in the two groups. Fatigue improved during exercise by -0.6 (95% confidence interval (CI) -1.4 to 0.4) a.u. vs. 0.1 (95% CI -0.4 to 0.6) a.u. in controls (p = 0.04), mood improved by -2.4 (95% CI -4.1 to 0.7) a.u. vs. 1.1 (-1.2 to 3.4) a.u. in controls (p = 0.01) and quality of life (PCS-SF36) improved by 3.5 (95% CI 1.4-5.7) a.u. vs. -1.0 (95% CI -3.4-1.4) a.u. in controls (p = 0.01). The beneficial effect of progressive resistance training on all scores was maintained at follow-up after further 12 weeks. Fatigue, mood and quality of life all improved following progressive resistance training, the beneficial effect being maintained for at least 12 weeks after end of intervention.