While people with multiple sclerosis (PwMS) historically were advised to avoid physical activity to reduce symptoms such as fatigue, they are now encouraged to remain active and to enlist in programs of exercise. However, despite an extensive current literature that exercise not only increases physical well-being but also their cognition and mental health, many PwMS are not meeting recommended levels of exercise. Here, we emphasize the impact and mechanisms of exercise on functional and structural changes to the brain, including improved connectome, neuroprotection, neurogenesis, oligodendrogenesis, and remyelination. We review evidence from animal models of multiple sclerosis (MS) that exercise protects and repairs the brain, and provide supportive data from clinical studies of PwMS. We introduce the concept of MedXercise, where exercise provides a brain milieu particularly conducive for a brain regenerative medication to act upon. The emphasis on exercise improving brain functions and repair should incentivize PwMS to remain physically active.