Background: Urinary disorders are common problems in patients with multiple sclerosis (MS). Urinary incontinence largely affects the physical, social and emotional characteristics and activities of such patients. Objectives: The current study aimed to identify the effect of pelvic floor muscle training on urinary incontinence and its resulting stress, anxiety and depression in patients with MS. Methods: The present clinical trial with a pre-post design was conducted on 50 patients with MS referring to the MS clinic of Imam Khomeini hospital in Tehran, Iran, selected by convenience sampling method. Participants received instructions on pelvic floor muscle exercises and then practiced for three consecutive months. The international consultation on incontinence questionnaireurinary incontinence short form (ICIQ-UI-SF) was used to measure participants' urinary incontinence, and the 21-item depression, anxiety and stress scale (DASS-21) to measure their depression, anxiety and stress, both before the intervention and at the end of the third month of exercising. The obtained data were analyzed by SPSS16 using descriptive statistics and the dependent t test. Results: About 45 (90%) participants practiced pelvic floor muscle exercises until the end of the third month. The frequency and amount of urine leakage and the effect of urinary incontinence on the quality of life differed significantly in the patients after the instructions compared to the status before the intervention (P < 0.001). The mean score of stress (P < 0.001), anxiety (P = 0.04) and depression (P = 0.003) decreased significantly after the intervention. Conclusions: According to the findings, instructing pelvic floor muscle exercises was effective in reducing urinary incontinence and its resulting stress, anxiety and depression in patients with MS. These exercises were recommended as a non-pharmacological, non-invasive and cost-effective method to control urinary incontinence in patients with MS.