Multiple sclerosis (MS) symptoms and unpredictability can damage patient well-being. This study is aimed to investigate the relation between sociodemographic and clinical characteristics and the use of coping strategies as well as social support on health-related quality of life (HRQOL). We evaluated 314 MS outpatients of Virgen Macarena University Hospital in Sevilla/Spain (mean age 45 years, 67.8% women) twice over an 18-months period by Brief COPE Questionnaire (COPE-28), Multidimensional Scale of Perceived Social Support (MSPSS) and 12-Item Short Form Health Survey (SF-12). Female gender was significantly related to religion (r= 0.175, p< 0.001), self-distraction (r= 0.160, p< 0.001) and self-blame (r= 0.131, p< 0.05). Age correlated positively with religion (r= 0.240, p< 0.001), and self-blame (r= 0.123, p< 0.05). Progressive MS as well as functional impairment (EDSS) showed a positive relation with denial (r= 0.125, p< 0.05; r= 0.150, p< 0.001). Longer duration since diagnosis was related to lower perceived support from family (r= −0.123, p< 0.05). EDSS (β= −0.452, p< 0.001) was the strongest negative predictor of physical HRQOL followed by age (β= −0.123, p< 0.001), whereas family support was a protective factor (β= 0.096, p< 0.001). Denial (β= −0.132, p< 0.05), self-blame (β= −0.156, p< 0.05), female gender (β= −0.115, p< 0.05) and EDSS (β= −0.108, p< 0.05) negatively impacted on mental HRQOL 18 months later, whereas positive reframing (β= 0.142, p< 0.05) was a protective factor. Our study could identify sociodemographic and clinical variables associated with dysfunctional coping strategies, such as self-blame and denial, which specifically predict worse mental HRQOL as opposed to positive reframing. Diminishing dysfunctional coping and supporting cognitive reframing may contribute to improve HRQOL in MS.