Cognitive impairment in multiple sclerosis (MS) is common, debilitating and burdensome. Key evidence from trials was reviewed to enable recommendations to be made to guide clinical practice and research. Behavioural and pharmacological interventions on cognition reported in published studies were reviewed. Most studies evaluating behavioural treatment for impairment in learning and memory, deficits of attention and executive function have demonstrated some improvement. Controlled studies in relapsing remitting MS indicate interferon (IFN) β-1b and IFN β-1a were associated with modest cognitive improvement. The effects of symptomatic therapies such as modafinil and donepezil are inconsistent. Most studies yielding positive findings have significant methodological difficulties limiting the confidence in making any broad treatment recommendations. There are no published reports of glatiramer acetate, natalizumab and fingolimod being effective in improving cognition in controlled trials. The effects of disease modifying therapies in other forms of MS and clinically isolated syndrome have not yielded positive results. Data linking behavioural therapy, symptomatic treatment or disease modifying treatment, to either reducing cognitive decline or improving impaired cognition are limited and inconsistent. The treatment and prevention of cognitive impairment needs to remain a key research focus, identifying new interventions and improving clinical trial methodology.