Introduction Multiple sclerosis (MS) is a common disorder in some regions of the world, with over 2.3 million people diagnosed worldwide. Cognitive impairment is one of the earliest symptoms to present in the course of the disease and can cause significant morbidity. We proposed a study to explore the psychosocial predictors of cognitive impairment in MS patients in Saudi Arabia, a previously unexplored patient population. Methods Demographic data, depression scale (PHQ9), symptom burden (PHQ15), anxiety (GAD7), disease duration, and Montreal Cognitive Assessment (MOCA) scores were collected from 195 patients in a neurology clinic in Ryiadh, Saudi Arabia. Univariate and multiple regression analyses were conducted to identify variables that are significantly associated with cognitive impairment. Results Variables that were identified to be significantly associated with cognition, p < 0.05, were education level, disease duration, and family history. Discussion Both education level and disease duration were variables identified in previous studies. We showed family history to be a significant variable, and no association was found with depression or anxiety, which is unique to our study population. Conclusions We identified several psychosocial predictors that are associated with cognition in our patient population. It was also noted that a difference exists between patient populations, highlighting the need for further studies in specific geographical regions.