Multiple sclerosis (MS), an autoimmune and neurodegenerative disease with no available cure, is marked by both physical and cognitive disability. In MS, central nervous system white matter lesions, believed to be consequences of inappropriate immune system reactivity, compromise inter-neuronal communication and, depending on the location of damage, beget a variety of symptoms including fatigue, loss of sensation, weakness of limbs, slowed psychomotor processing, and impaired memory. Recently, low vitamin D levels have been identified as a potential risk factor for MS, precipitating research into the immunomodulating properties of this vitamin that allow it to work in both a protective and therapeutic manner. Despite its promise as a disease-modifying agent, however, there is scant research that looks explicitly at vitamin D levels and cognitive symptoms of MS. Given the cognitive enhancing effects of vitamin D in other chronic inflammatory conditions such as chemotherapy-induced cognitive dysfunction and Alzheimer’s disease, there is urgent need to research whether vitamin D may prove equally beneficial in reducing cognitive sequelae in MS. Guidelines for future research are suggested.