Multiple sclerosis is characterized by a wide spectrum of clinical manifestations, among which dysfunction of the autonomic nervous system represents an important cause of multiple sclerosis-related disability. The aim of this review is to provide an overview of autonomic dysfunction in people with multiple sclerosis, and to discuss the interactions between the immune and autonomic nervous systems and the effects of these interactions on various aspects of multiple sclerosis. Autonomic dysfunction in people with multiple sclerosis can be demonstrated clinically and on a molecular level. Clinically, it can be demonstrated by measuring autonomic symptoms with the Composite Autonomic Symptom Score (COMPASS-31), and neurophysiologically, with different autonomic nervous system tests. Both symptomatic and objectively determined autonomic dysfunction can be associated with increased risk of multiple sclerosis disease activity. Further supporting these clinical observations are molecular changes in immune cells. Changes in the sympathetic autonomic system, such as different expression of dopaminergic and adrenergic receptors on immune cells, or modulation of the cholinergic anti-inflammatory pathway over different subunits of the nicotinic acetylcholine receptor in the peripheral immune system, may mediate different effects on multiple sclerosis disease activity.