Rehabilitation is recognized to be important in ameliorating motor and cognitive functions, reducing disease burden, and improving quality of life in patients with multiple sclerosis (MS). In this systematic review, we summarize the existing evidences that motor and cognitive rehabilitation may enhance functional and structural brain plasticity in patients with MS, as assessed by means of the most advanced neuroimaging techniques, including diffusion tensor imaging and task-related and resting-state functional magnetic resonance imaging (MRI). In most cases, the rehabilitation program was based on computer-assisted/video game exercises performed in either an outpatient or home setting. Despite their heterogeneity, all the included studies describe changes in white matter microarchitecture, in task-related activation, and/or in functional connectivity following both task-oriented and selective training. When explored, relevant correlation between improved function and MRI-detected brain changes was often found, supporting the hypothesis that training-induced brain plasticity is specifically linked to the trained domain. Small sample sizes, lack of randomization and/or an active control group, as well as missed relationship between MRI-detected changes and clinical performance, are the major drawbacks of the selected studies. Knowledge gaps in this field of research are also discussed to provide a framework for future investigations.