This is a randomised control study, to determine the effect of aerobic and strength exercise on physical fitness and quality of life in patients with mild multiple sclerosis (MS). Sixteen outpatients with definitive MS, aged 18-50, with an Expanded Disability Status Scale (EDSS) <4, completed the study. Every patient was evaluated according to physical fitness with peak oxygen consumption (V'O2peak), workload and anaerobic threshold; quality of life (SF-36); and degree of disability (EDSS). The patients were then randomised to an exercise group (EG) (n =6) or a control group (CG) (n = 10). The EG exercised three times a week for five weeks, and the CG did not change their habits regarding exercise. In the EG, the mean change in workload was 0.34 W/kg (95% confidence interval (CI): 0.09-0.58), the mean change in V'O2peak was 4.54 mL/kg per minute (95% CI: 1.65-7.44), and the mean change in anaerobic threshold was 0.32 L/min (95% CI: 0.08-0.57). There was a tendency towards improved quality of life, and no change was detected in the degree of disability. This study confirms that brief, moderate, aerobic exercise improves physical fitness in individuals with mild MS. No evidence was found for worsening of MS symptoms in association with exercises.