There is a high prevalence of pain, depression, and cognitive dysfunction in patients with Multiple Sclerosis (MS). These symptoms affect daily tasks resulting in a significant reduction in quality of life. Pain and cognitive changes have been studied across various animal models of MS. In these models the onset of pain and cognitive dysfunction occur early, and do not coincide with the pattern of motor deficits. This is likely underpinned by a number of different mechanisms including changes in glutamate transmission, glial cell activation, and increased levels of pro-inflammatory cytokines. Changes in pain and cognition have been described as belonging to a cluster of symptoms and have been linked through centrally driven processes. In particular, the overactive immune response can induce a state of "sickness-like behaviours" that can influence both pain and cognition. Investigating the mechanism of inflammatory sickness behaviors in MS could lead to a better understanding of the links between pain and cognition. There are currently few effective treatments for pain and cognition dysfunction in MS. Studying the relationship between these symptoms will allow better management of both symptoms.