Multiple sclerosis (MS) is a global health concern affecting around 2.6 million people. It is characterised by neural inflammation, myelin breakdown and cognitive decline. Cognitive impairment, especially reduced cognitive processing speed (CPS), which affects up to 67% of MS patients and frequently manifests before mobility concerns, is one of the disease's most serious side effects. Effective adaptation and the application of cognitive rehabilitation treatments depend on the early diagnosis of cognitive impairment. Although pharmaceutical therapies have some drawbacks, endurance training has become a promising alternative. Intensity-controlled endurance exercise has the ability to delay the onset of MS symptoms and enhance cognitive function. Exercise has also been shown to have neuroprotective effects in a number of neurological disorders, including MS, Parkinson's disease and stroke. This includes both aerobic and resistance training. A mix of aerobic exercise and weight training has shown promise, especially for people with mild cognitive impairment, but according to recent studies any amount of physical activity is beneficial to cognitive performance. In conclusion, this in-depth analysis highlights the crucial part endurance exercise plays in treating MS-related cognitive impairment. It improves not only neurological health in general but also cognitive performance. Exercise can help control MS in a way that dramatically improves quality of life and well-being.