Exercise improves a wide range of symptoms experienced by those living with multiple sclerosis (MS) and may foster community and a positive sense of disability identity. However, exercise rates remain low. Sustained exercise participation has the greatest likelihood of improving symptoms and requires a theory-based approach accounting for the barriers faced by people with MS that impede exercise participation long-term. MOVE MS is a once weekly group exercise program based on Social Cognitive Theory supporting long-term exercise participation through peer instruction, behavior change education, multiple exercise modalities, and seated instruction. This feasibility study evaluated MOVE MS with a 7-month trial. The primary scientific outcome was exercise participation and the secondary outcomes were MS symptoms/impact, self-efficacy, depression, anxiety, disability identity, and quality of life, among others. We further conducted semi-structured formative interviews post-intervention. Thirty-three participants began the program. The onset of COVID-19 necessitated a shift toward online delivery. Seventeen participants completed the program. There were non-significant improvements in exercise participation (Godin Leisure-Time Exercise Questionnaire, baseline mean = 14.2 (SD = 11.8), post-intervention mean = 16.6 (SD = 11.2), F-value = 0.53 (Partial Eta2 = 0.08), and several secondary outcomes (including the MS Impact Scale, MS Walking Scale, and the Leeds MS Quality of Life Scale). Sixteen participants were interviewed, and analysis yielded five themes on program components and feedback. MOVE MS—delivered in-person or online—may be a feasible option for long-term exercise programming for people with MS.