Background: Resistance training (RT) has been recognized as a beneficial non-pharmacological intervention for multiple sclerosis (MS) patients, but its impact on neurodegeneration is not fully understood. This study aimed to investigate the effects of high-intensity RT on muscle mass, strength, functional capacity, and axonal damage in MS patients. Methods: Eleven relapsing–remitting MS patients volunteered in this within-subject counterbalanced intervention study. Serum neurofilament light-chain (NfL) concentration, vastus lateralis thickness (VL), timed up-and-go test (TUG), sit-to-stand test (60STS), and maximal voluntary isometric contraction (MVIC) were measured before and after intervention. Participants performed 18 sessions of high-intensity RT (70–80% 1-RM) over 6 weeks. Results: Significant (p < 0.05) differences were observed post-intervention for VL (ES = 2.15), TUG (ES = 1.98), 60STS (ES = 1.70), MVIC (ES = 1.78), and NfL (ES = 1.43). Although moderate correlations between changes in VL (R = 0.434), TUG (R = −0.536), and MVIC (R = 0.477) and changes in NfL were observed, only the correlation between VL and MVIC changes was significant (R = 0.684, p = 0.029). Conclusions: A 6-week RT program significantly increased muscle mass, functional capacity, and neuromuscular function while also decreasing serum NfL in MS patients. These results suggest the effectiveness of RT as a non-pharmacological approach to mitigate neurodegeneration while improving functional capacity in MS patients.