Background: The Mediterranean diet (MD) is well-known as a diet which may exert a protective effect against neurodegenerative diseases, including multiple sclerosis (MS). To date, only a few clinical surveys have assessed the potential effects of the MD in patients with MS. The purpose of the present study is to evaluate the potential effects of MD compliance on disease disability, quality of life, physical activity, depressive symptomatology, and blood biochemical parameters related to nutritional status in MS patients, considering several socio-demographic, anthropometric, and lifestyle characteristics. Methods: This is a cross-sectional study conducted on 558 adults with MS aged 18–64 years. Relevant questionnaires were utilized to evaluate socio-demographic and anthropometric parameters, disease disability (Expanded Disability Status Scale, EDSS), multidimensional health-related quality (MS Quality of Life-54, MSQOL-54), physical activity levels (International Physical Activity Questionnaire, IPAQ), depression (Beck Depression Inventory II, BDI-II), and MD adherence (MedDietScore), while several blood biochemical parameters were retrieved from the patients’ medical records. Results: Enhanced MD compliance was independently associated with a decreased frequency of overweight/obesity, as well as abdominal obesity, in patients suffering from MS. Elevated MD compliance was also independently associated with a decreased incidence of advanced disease disability, a higher prevalence of elevated physical activity, an improved quality of life, and lower depressive symptoms, as well as higher levels of certain blood biochemical parameters, which are effective indicators of iron deficiency and malnutrition. Conclusions: The present study found that higher MD adherence may slow down disease disability, promoting a better quality of life and mental health in adults with MS. Future prospective surveys are required to obtain conclusive results.