Vaccines work by stimulating the immune system, and their immunogenicity is key in achieving protection against specific pathogens. Questions have been raised whether in Multiple Sclerosis (MS) patients they could induce disease exacerbation and whether vaccines could possibly act as a trigger in the onset of MS in susceptible populations. So far, no correlation has been found between the vaccinations against influenza, hepatitis B, tetanus, human papillomavirus, measles, mumps, rubella, varicella zoster, tuberculosis, yellow fever, or typhoid fever and the risk of MS. Further research is needed for the potential protective implications of the tetanus and Bacillus Calmette–Guerin vaccines in MS patients. Nowadays with the emerging coronavirus disease 2019 (COVID-19) and recent vaccinations approval and arrival, the risk-benefit in MS patients with regards to safety and efficacy of COVID-19 vaccination in those treated with immunosuppressive therapies is of paramount importance. In this manuscript, we demonstrate how different vaccine types could be related to the immunopathogenesis of MS and discuss the risks and benefits of different vaccinations in MS patients.