Cognitive impairment, difficulty performing basic activities of daily living (ADLs) and instrumental ADLs (IADLs), depression, and fatigue are common among individuals with multiple sclerosis (MS). Some associations between these symptoms are known; however, many of their relationships remain unclear. This study investigated the contributions of subjective and objective cognition, depressive symptom severity, and fatigue on ADLs and IADLs. Participants (N = 217) were individuals with MS from a comprehensive MS center, participating in a larger study characterizing upper extremity function in MS. Outcome measures of ADL and IADL abilities were the Functional Status Index-Assistance (FSI-A) and Functional Status Index-Difficulty (FSI-D) and the Test D'évaluation Des Membres Supérieurs de Personnes Âgées (TEMPA). Predictors were objective cognition (Symbol Digit Modalities Test; SDMT), subjective cognition (Performance Scales©-Cognition; PS-C), depressive symptom severity (Center for Epidemiologic Studies Depression Scale; CES-D-10), and fatigue (Modified Fatigue Impact Scale; MFIS-5). Correlations were conducted, followed by hierarchal linear regressions. The SDMT and PS-C were entered into separate models. After controlling for demographics, the SDMT significantly predicted the TEMPA and FSI-A, while the PS-C predicted only the FSI-D. The CES-D-10 predicted the FSI-D even after accounting for PS-C and SDMT, while the MFIS-5 only predicted the FSI-D when the SDMT was included. Neither the CES-D-10 nor MFIS-5 significantly predicted the FSI-A or TEMPA. The way an individual with MS perceived their symptoms significantly contributed to their reported difficulty with functional tasks, while only their objective cognitive functioning predicted ADL and IADL performance and the level of assistance they would require.