Physical capacity provides a link between disease or impairment and limitations in activity; in multiple sclerosis (MS), it is limited and decreased. The aim of this study was to study the effects of exercise and transcranial direct current stimulation (tDCS) on the left dorsolateral prefrontal cortex area in MS patients with fatigue and an impaired gait ability. A cross-over design was carried out on fifteen patients with two disability associations, but three were excluded. Before and after each intervention, the 6 min walk test (6MWT) and the 2 min walk test (2MWT) were used to assess walking ability and the Modified Fatigue Impact Scale (MFIS) was used to assess fatigue. A total of twelve patients were enrolled (48.0 median age, Kurtzke Disability Scale (EDSS) 3.66 ± 1.3): five females and seven males. After the application of the exercise program, significant improvements were observed in the 6MWT (p< 0.001, g = 0.159) and 2MWT (p< 0.001, g = 0.182). Furthermore, fatigue was significantly reduced after the application of the exercise program (p< 0.05, g = 0.742) and after tDCS (p< 0.05, g = 0.525). We could consider therapeutic exercise in the future to improve the walking ability and fatigue in MS patients. Furthermore, tDCS did not exert a significant improvement in walking ability, but it appeared to influence fatigue. Clinical trial registration code: ACTRN12622000264785.