In the differential diagnosis of nonspecific white matter lesions (NSWMLs) detected on magnetic resonance imaging (MRI), multiple sclerosis (MS) should be taken into consideration. Optical coherence tomography (OCT) is a promising tool applied in the differential diagnostic process of MS. We tested whether OCT may be useful in distinguishing between MS and NSWMLs patients. In patients with MS (n = 41) and NSWMLs (n = 19), the following OCT parameters were measured: thickness of the peripapillary Retinal Nerve Fibre Layer (pRNFL) in superior, inferior, nasal, and temporal segments; thickness of the ganglion cell-inner plexiform layer (GCIPL); thickness of macular RNFL (mRNFL); and macular volume (MV). In MS patients, GCIPL was significantly lower than in NSWMLs patients (p = 0.024). Additionally, in MS patients, mRNFL was significantly lower than in NSWMLs patients (p = 0.030). The average segmental pRNFL and MV did not differ between MS and NSWMLs patients (p > 0.05). GCIPL and macular RNFL thinning significantly influenced the risk of MS (18.6% [95% CI 2.7%, 25.3%]; 27.4% [95% CI 4.5%, 62.3%]), and reduced GCIPL thickness appeared to be the best predictor of MS. We conclude that OCT may be helpful in the differential diagnosis of MS and NSWMLs patients in real-world settings.