Multiple sclerosis (MS) is characterized by a complex etiology that is mirrored by the perplexing and inconsistent treatment responses observed across different patients. Although epigenetic research has garnered rightful interest in its efforts towards demystifying and understanding aberrant responses to treatment, the interim undoubtedly requires alternative non-pharmacological approaches towards attaining more effective management strategies. Of particular interest in this review is resistance training (RT) as a non-pharmacological exercise-based interventional strategy and its potential role as a disease-modifying tool. RT has been reported across literature to positively influence numerous aspects in the quality of life (QoL) and functional capacity of MS patients, and one of the attributes of these benefits may be a shift in the immune system of these individuals. RT has also been proven to affect different immune system key players associated with MS pathology. Ultimately, this brief review aims to provide a potential yet crucial link between RT, alterations in the expression profile of the immune system, and finally an imminent improvement in the overall well-being and QoL of MS patients, suggesting that utilizing RT as an interventional exercise modality may be an effective strategy that would aid in managing such a complex and debilitating disease.