Objective This study examined the prevalence and correlates of depression, anxiety, insomnia, and dysmenorrhea in stressed fingolimod-treated women with multiple sclerosis. Methods This cross-sectional study recruited female patients diagnosed with multiple sclerosis and stress from Al-Bashir Hospital in Jordan. Depression was assessed by the Patient Health Questionnaire (PHQ-9); anxiety by the Generalized Anxiety Disorder (GAD-7) scale; insomnia by the Insomnia Severity Index (ISI-A) scale; and dysmenorrhea severity by a measure assessing working ability, location, intensity, days of pain, and miscellaneous dysmenorrhea symptoms (WaLIDD). Results A total of 129 patients were recruited for the study. Severe depression was reported in 55.8%, severe anxiety in 62.0%, severe insomnia in 36.4%, and severe dysmenorrhea in 23.3%. Multivariate analyses revealed that depressive symptoms were associated with dysmenorrhea (OR = 3.55, 95% CI = 1.56–8.12, p = 0.003); anxiety symptoms with “not using dysmenorrhea analgesics” (OR = 2.74, 95% CI = 1.16–6.46, p = 0.02) and dysmenorrhea symptoms (OR = 4.74, 95% CI = 1.94–11.59, p = 0.001); insomnia symptoms with age above 30 years (OR = 4.34, 95% CI = 1.64–11.51, p = 0.003); and dysmenorrhea symptoms with the presence of chronic diseases (OR = 4.21, 95% CI = 1.28–13.92, p = 0.02), anxiety symptoms (OR = 3.03, 95% CI = 1.18–7.73, p = 0.02), and insomnia symptoms (OR = 3.00, 95% CI = 1.18–7.64, p = 0.02). Conclusion Stressed women with multiple sclerosis in Jordan experience high rates of depression, anxiety, insomnia, and dysmenorrhea; characteristics related to these conditions have been determined, which may help clinicians to identify those at risk. Longitudinal studies are needed to determine the causal nature of these associations.”