Background: The presenting symptoms and rate of progression of multiple sclerosis (MS) are very heterogeneous. The diverse clinical manifestations and the clinical course of the disease may vary with modifiable risk factors. Objective: To systematically review modifiable risk factors and exposures associated with MS progression. Methods: We searched six databases till March 2015, reference-mined reviews, and consulted with experts (PROSPERO 2015:CRD42015016461). Two reviewers screened and extracted data. We used random meta-analysis models and Grading of Recommendations Assessment, Development, and Evaluation (GRADE) to assess the quality of evidence. Results: In total, 59 studies met inclusion criteria. Lower vitamin D levels were associated with higher Expanded Disability Status Scale (EDSS) scores (r = −0.22; confidence interval (CI) = −0.32, −0.12; 11 studies; I2 = 66%), smokers had an increased risk of MS progression (hazard ratio (HR) = 1.55; CI = 1.10, 2.19; I2 = 72%; seven studies), and there was no association of MS progression with the use of epidural analgesics during childbirth delivery (three studies). There was insufficient evidence to draw conclusions for 11 risk factors due to conflicting results or use of different predictor and outcome measures. Conclusion: MS progression was consistently associated with low vitamin D levels, and smoking was associated with a more rapid decline in MS disability. Studies used a variety of methods, predictors, and outcomes making it difficult to draw conclusions. Future studies should focus on prospective assessments.