Multiple sclerosis (MS) is a demyelinating neurodegenerative disease with lesions involving the central nervous system. Clinical symptoms consist of disturbances in motor activity (e.g., weakness, spasticity, and tremor), sensory functioning (e.g., pain), visual functions (e.g., diplopia and optic neuritis), besides different cognitive (attention deficit and executive dysfunction) and behavioral abnormalities. This review aims to evaluate the role of VR tools in cognitive and motor rehabilitation of MS patients. Studies performed between 2010 and 2017 and fulfilling the selected criteria were searched on PubMed, Scopus, Cochrane and Web of Sciences databases, by combining the terms "VR rehabilitation" and "MS". Our findings showed that, following the use of VR training, MS patients presented a significant improvement in motor (especially gait and balance) and cognitive function (with regard to executive and visual-spatial abilities, attention and memory skills). This review supports the idea that rehabilitation through new VR tools could positively affect MS patients' outcomes, by boosting motivation and participation with a better response to treatment.