Multiple sclerosis (MS) is a common complex neurodegenerative disease of the central nervous system. It develops with autoimmune inflammation and demyelination. Genome-wide association studies (GWASs) serve as a powerful tool for investigating the genetic architecture of MS and are generally used to identify the genetic factors of disease susceptibility, clinical phenotypes, and treatment response. This review considers the main achievements and challenges of using GWAS to identify the genes involved in MS. It also describes hypothesis-driven studies with extensive genome coverage of the selected regions, complementary to GWASs. To date, over 100 MS risk loci have been identified by the combination of both approaches; 40 of them were found in at least two GWASs and meet genome-wide significance threshold (p ≤ 5 × 10(-8)) in at least one GWAS, whereas the threshold for the rest of GWASs was set in our review at p < 1 × 10(-5). Yet, MS risk loci identified to date explain only a part of the total heritability, and the reasons of "missing heritability" are discussed. The functions of MS-associated genes are described briefly; the majority of them encode immune-response proteins involved in the main stages of MS pathogenesis.