Multiple sclerosis (MS) is the most common neurological disorder in young adults. The prevalence of walking impairment in people with MS (pwMS) is estimated between 41% and 75%. To evaluate the walking capacity in pwMS, the patient reported outcomes (PROs) and performance-based tests (i.e., the 2-minute walk test, the 6-minute walk test, the Timed 25-Foot Walk Test, the Timed Up and Go Test, and the Six Spot Step Test) could be used. However, some studies point out that the results of both performance-based tests and objective measures (i.e., by accelerometer) could not reflect patient reports of walking performance and impact of MS on daily life. This review analyses different motion sensors embedded in smartphones and motion wearable device (MWD) that can be useful to measure free-living walking behavior, to evaluate falls, fatigue, sedentary lifestyle, exercise, and quality of sleep in everyday life of pwMS. Caveats and limitations of MWD such as variable accuracy, user adherence, power consumption and recharging, noise susceptibility, and data management are discussed as well.