Three decades ago a series of parallel circuits were described involving the frontal cortex and deep grey matter structures, with putative roles in control of motor and oculomotor function, cognition, behaviour and emotion. The circuit comprising the dorsolateral prefrontal cortex, caudate, globus pallidus and thalamus has a putative role in regulating executive functions. The aim of this study is to investigate effective connectivity (EC) of the dorsolateral-prefrontal circuit and its association with PASAT-3 performance in people with multiple sclerosis(MS). We use Granger causality analysis of resting-state functional MRI from 52 people with MS and 36 healthy people to infer that reduced EC in the afferent limb of the dorsolateral prefrontal circuit occurs in the people with MS with cognitive dysfunction (left: p = .006; right: p = .029), with bilateral EC reductions in this circuit resulting in more severe cognitive dysfunction than unilateral reductions alone (p = .002). We show that reduced EC in the afferent limb of the dorsolateral prefrontal circuit mediates the relationship between cognitive performance and macrostrucutral and microstructural alterations of white matter tracts in components of the circuit. Specificity is shown by the absence of any relationship between cognition and EC in the analogous and