Abstract Objective To determine whether there is an association between improvements in objective measures of physical fitness and performance on cognitive tests in people with multiple sclerosis (MS). Design Post hoc correlational analysis in which people demonstrating physical improvement were compared with those not demonstrating physical improvement. Setting Individuals with MS residing in the community. Participants Adults with clinically confirmed MS (N=88) who participated in a controlled trial of a telephone-based health promotion intervention, chose to work on exercise, and completed the pre- and postintervention assessments. Interventions Participants were measured for strength (isokinetic dynamometer), aerobic fitness (bicycle ergometer), and cognition (Paced Auditory Serial Addition Test PASAT, Trail Making Test TMT) at baseline and 12 weeks later. Change in fitness was calculated by subtracting each participant's baseline score from the outcome score, and then transforming the difference to a z score. Individuals with a z score ≥1 on any fitness measure were placed in the physically improved group (n=25). All others were in the physically not improved group (n=57). Main Outcome Measures TMT, PASAT. Results After controlling for covariates (age, sex, ethnicity, education, disease activity, MS type), there was a significant group-by-time interaction, suggesting that cognitive functioning changed over time based on level of fitness. Participants in the physically improved group demonstrated improved performance on measures of executive functioning after 12 weeks of exercise. Conclusions The results of this study lend support to the hypothesis that change in fitness is associated with improved executive functioning in people with MS.