Background and purpose The social and economic consequences of comorbidity in multiple sclerosis (MS) are largely unexplored. Differences were investigated in income and in the rate of broken relationships between cases of MS with and without chronic comorbidity. Methods We conducted a nationwide cohort study including all incident cases of MS in Denmark with clinical MS onset between 1980 and 2005. The difference in income was investigated at MS onset and 5 and 10 years after MS onset. The difference in the rate of broken relationships was investigated in subjects who were in a relationship at MS onset or who entered a relationship after MS onset. We used logistic, multiple linear and Poisson regression analyses. Results Cases of MS with somatic comorbidity had increased odds of low incomes both 5 years {odds ratio (OR), 1.41 95% confidence interval (CI), 1.19–1.67; P < 0.0005} and 10 years OR, 1.37 (95% CI, 1.17–1.60); P < 0.0005 after MS onset. The odds of a low income with psychiatric comorbidity was increased 10 years after MS onset OR, 3.06 (95% CI, 1.47–6.37); P = 0.003. The rate of broken relationships was increased in cases of MS with any somatic comorbidity incidence rate ratio, 1.46 (95% CI, 1.32–1.61); P < 0.0005. Conclusions Our results underscore the burden of comorbidity in MS on patients, their partners and society.