Several studies have proposed a potential role for oxidative stress in the development of multiple sclerosis (MS). For this reason, it seems tentative to think that treatment with antioxidant substances could be useful in the treatment of this disease. In this narrative review, we provide a summary of the current findings on antioxidant treatments, both in experimental models of MS, especially in experimental autoimmune encephalomyelitis (EAE) and in the cuprizone-induced demyelination model, and clinical trials in patients diagnosed with MS. Practically all the antioxidants tested in experimental models of MS have shown improvement in clinical parameters, in delaying the evolution of the disease, and in improving histological and biochemical parameters, including decreased levels of markers of inflammation and oxidative stress in the central nervous system and other tissues. Only a few clinical trials have been carried out to investigate the potential efficacy of antioxidant substances in patients with MS, most of them in the short term and involving a short series of patients, so the results of these should be considered inconclusive. In this regard, it would be desirable to design long-term, randomized, multicenter clinical trials with a long series of patients, assessing several antioxidants that have demonstrated efficacy in experimental models of MS.