Multiple sclerosis (MS) is a chronic, inflammatory, and degenerative disease of the central nervous system (CNS). Inflammation is observed in all stages of MS, both within and around the lesions, and can have beneficial and detrimental effects on MS pathogenesis. A possible mechanism for the neuroprotective effect in MS involves the release of brain-derived neurotrophic factor (BDNF) by immune cells in peripheral blood and inflammatory lesions, as well as by microglia and astrocytes within the CNS. BDNF is a neurotrophic factor that plays a key role in neuroplasticity and neuronal survival. This review aims to analyze the current understanding of the role that inflammation plays in MS, including the factors that contribute to both beneficial and detrimental effects. Additionally, it explores the potential role of BDNF in MS, as it may modulate neuroinflammation and provide neuroprotection. By obtaining a deeper understanding of the intricate relationship between inflammation and BDNF, new therapeutic strategies for MS may be developed.