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Multiple Sclerosis (MS) is a disease that impacts the central nervous system (CNS), which can lead to brain, spinal cord, and optic nerve problems. A total of 2.8 million are estimated to suffer from MS. Globally, a new case of MS is reported every five minutes. In this review, we discuss the proposed approaches to diagnosing MS using machine learning (ML) published between 2011 and 2022. Numerous models have been developed using different types of data, including magnetic resonance imaging (MRI) and clinical data. We identified the methods that achieved the best results in diagnosing MS. The most implemented approaches are SVM, RF, and CNN. Moreover, we discussed the challenges and opportunities in MS diagnosis to improve AI systems to enable researchers and practitioners to enhance their approaches and improve the automated diagnosis of MS. The challenges faced by automated MS diagnosis include difficulty distinguishing the disease from other diseases showing similar symptoms, protecting the confidentiality of the patients’ data, achieving reliable ML models that are also easily understood by non-experts, and the difficulty of collecting a large reliable dataset. Moreover, we discussed several opportunities in the field such as the implementation of secure platforms, employing better AI solutions, developing better disease prognosis systems, combining more than one data type for better MS prediction and using OCT data for diagnosis, utilizing larger, multi-center datasets to improve the reliability of the developed models, and commercialization.