Background The purpose of this study was to compare fatigue, depression and quality of life scores in persons with multiple sclerosis who do (Exercisers) and do not (Non-exercisers) regularly participate in physical activity. Methods A cross-sectional questionnaire study of 121 patients with MS (age 25-65 yr) living in Queensland, Australia was conducted. Physical activity level, depression, fatigue and quality of life were assessed using the International Physical Activity Questionnaire, Health Status Questionnaire Short Form 36, Becks Depression Inventory and Modified Fatigue Impact Scale. Results 52 participants performed at least two 30-min exercise sessions緫-1 (Exercisers) and 69 did not participate in regular physical activity (Non-exercisers). Exercisers reported favourable fatigue, depression and quality of life scores when compared to Non-exercisers. Significant weak correlations were found between both leisure-time and overall reported physical activity levels and some subscales of the quality of life and fatigue questionnaires. Additionally, some quality of life subscale scores indicated that regular physical activity had a greater benefit in subjects with moderate MS. Conclusion Favourable fatigue, depression and quality of life scores were reported by persons with MS who regularly participated in physical activity, when compared to persons with MS who were classified as Non-exercisers