Multiple sclerosis (MS) is a complex disease of the central nervous system (CNS). The etiology of this multifactorial disease has not been clearly defined. Conventional medical treatment of MS has progressed, but is still based on symptomatic treatment. One of the key factors in the pathogenesis of MS is oxidative stress, enhancing inflammation and neurodegeneration. In MS, both reactive oxygen and nitrogen species are formed in the CNS mainly by activated macrophages and microglia structures, which can lead to demyelination and axon disruption. The course of MS is associated with the secretion of many inflammatory and oxidative stress mediators, including cytokines (IL-1b, IL-6, IL-17, TNF-α, INF-γ) and chemokines (MIP-1a, MCP-1, IP10). The early stage of MS (RRMS) lasts about 10 years, and is dominated by inflammatory processes, whereas the chronic stage is associated with neurodegenerative axon and neuron loss. Since oxidative damage has been known to be involved in inflammatory and autoimmune-mediated processes, antioxidant therapy could contribute to the reduction or even prevention of the progression of MS. Further research is needed in order to establish new aims for novel treatment and provide possible benefits to MS patients. The present review examines the roles of oxidative stress and non-pharmacological anti-oxidative therapies in MS.