Abstract Purpose The present small semi-controlled feasibility study investigated a possible efficacy of a combined upper limb and breathing exercise programme in managing pain in ambulatory and non-ambulatory patients with EDSS from 0.0–8.0. Method People with MS (N = 19) were enrolled in this single-blind randomized controlled study and divided into 2 groups: exercise group (5 ambulatory, 5 non-ambulatory ; Expanded Disability Status Scale (EDSS), 1.0–8.0) and related control group that performed no exercise (4 ambulatory, 5 non-ambulatory ; EDSS, 1.0–7.5). The exercise group performed combined upper limb and breathing exercises in a group led by a physiotherapist (2 days/week, 60 min/session) accompanied by independent home exercises (3 days/week, ≥ 20 min/session). Participants underwent measures of pain level (visual analogue scale) for physical pain, functional independence of daily activities (Barthel index) and handgrip strength (HGS) for dominant (D) and non-dominant (ND) hand evaluated by a dynamometer before and after the 4-week period by the blinded assessor. Results The VAS for pain showed statistically significant group-by-time interaction only in non-ambulatory (p = .049) individuals, but with large intervention effects on both subgroups (ambulatory, p = .159 ; non-ambulatory, d = 0.97). Functional independence in daily activities (Barthel index) showed statistically non-significant group-by-time interaction in ambulatory (p = .195, d = 0.89) and non-ambulatory (p = .102, d = 1.64) individuals, but despite the absence of statistical significance, there were large intervention effects. Handgrip strength was significantly improved for both hands in ambulatory (D, p = .012 ; d = 2.07 ; ND, p = .025, d = 1.77) and only non-dominant hand in non-ambulatory individuals (D, p = .288, d = 0.83 ; ND, p = .012, d = 2.21). Conclusion This small pilot study provides preliminary proof-of-concept data supporting low-intensity upper limb and breathing exercise programme for potential reduction of pain and improvement of functional independence in both ambulatory and nonambulatory individuals with MS in a larger sample and that strengthening the upper limbs might be an additional pain relief mechanism. Trial registration NTC03222596