There is no known cure for Multiple Sclerosis (MS), a chronic inflammatory disease characterised by demyelination of the central nervous system. Current treatment recommendations focus on symptom management. In order to inform recommendations there is a need to identify factors that exacerbate MS symptoms. Stress has consistently been associated with MS relapse, however few studies have examined the impact of stress on other MS symptoms. This study investigated the association between various measures of stressful life events and other MS symptoms implicated in the progression of the disease, which include anxiety, depression, and fatigue. The 236 participants (184 females) with a first clinical diagnosis of demyelination participated in annual reviews for five years. Measures of stressful life events, anxiety, depression, and fatigue were obtained. As predicted the results showed negative, but not positive, stressful events were associated with anxiety, depression, and fatigue. Consistent with hypothesis two, an increased number of stressful events that were perceived as more severe and had a higher readjustment weighting were significantly associated with anxiety and depression. More negative events that had a higher readjustment weighting, but not perceived severity, were associated with fatigue. Contrary to the third hypothesis, an increased duration of negative stressful events were significantly associated with anxiety and depression but not fatigue. Overall, these findings indicate negative stressful events, but not positive stressful events, are associated with subsequent anxiety, depression, and fatigue in people with MS. Importantly various aspects of stress were shown to affect anxiety and depression differently to fatigue.