Background:  Therapy for multiple sclerosis (MS) has a partial efficacy, and a significant proportion of treated patients will develop a suboptimal response with first‐line disease‐modifying drugs (DMD). Therapy switch in patients with MS can be a strategy after a treatment failure. We studied the change in clinical activity after switching of first‐line DMD because of a treatment failure. Methods:  Relapsing‐remitting multiple sclerosis (RRMS) patients treated with interferon‐beta (IFNB) or glatiramer acetate (GA) were divided into (i) patients without change in DMD, (ii) patients with a change in DMD because of a poor response, and (iii) those with a change in DMD without relation with response. Annualized relapse rate (ARR) and relapse‐free proportions were analyzed. Results:  We identified 923 patients with RRMS. Of the 180 who experienced a change because of suboptimal response, 90 switched to another first‐line DMT, 38 to mitoxantrone, and 52 to natalizumab. Median ARR in the pre‐DMD period on first DMD and second DMD was the following: 1, 1, and 0 for switchers from IFNB to another IFNB (P = 0.0001); 0.67, 1, and 0 for switchers from GA to IFNB (P = 0.01); 1, 1, and 0 for switchers from an IFNB to GA (P = 0.02); 1.1, 1.5, 0.2 for switchers from IFNB or GA to mitoxantrone (P = 0.0001); 0.9, 1, 0 for switchers from IFNB or GA to natalizumab (P = 0.0001). Conclusions:  In patients with RRMS who have a poor response, switch to another DMD may reduce the clinical activity of the disease.