Multiple sclerosis (MS) is a chronic immune-mediated disease of the spinal cord and brain. Many studies have shown that smoking and passive smoking are key environmental risk factors for MS. Here, we provide an overview of the human leukocyte antigen (HLA) gene studies on smoking and MS risk, and we discuss recent studies on between epigenetics and smoking-induced MS. In addition, in this review we also summarize current research advances in biological pathways and smoking-induced MS. This review provides an overview of studies on the association between smoking, passive smoking, and MS susceptibility, and the underlying molecular mechanism.