Cladribine is a modified deoxyadenosine that evades the action of the enzyme adenosine deaminase, which results in an immunosuppressive effect through lymphopenia, leading to an immune cells reconstitution that helps in the treatment of autoimmune diseases such as relapsing–remitting multiple sclerosis (RRMS). Since we currently have a wide range of medications to treat RRMS, it is of great interest to identify the role that cladribine plays among all options. The main objective of this narrative review is to provide useful information, with the aid of a clinical case study, which helps physicians in making decisions to treat patients with RRMS, and provide them with the best options for efficacy and safety. Due to its selective immunosuppressive effects, cladribine is indicated for the treatment of moderate to severe activity RRMS, either in escalation therapy or as induction therapy. In this article we will also analyze the characteristics of this drug to establish the scientific bases that guide the therapeutic decision making, taking into account the balance of risks and benefits for the patient.