Multiple sclerosis (MS) is a chronic autoimmune disease that affects the central nervous system and is characterized by demyelination, axonal loss, gliosis and inflammation. The last plays a major role in the onset and propagation of the disease. MS presents with heterogeneous lesions containing a broad range of cells and soluble mediators of the immune system such as T cells, B cells, macrophages, microglia, cytokines, chemokines, antibodies, complement and other toxic substances. This review outlines, analyzes and discusses the different immune mechanisms of MS that are responsible for the initiation and propagation of active lesions, demyelination, axonal injury, remyelination and cell loss as well as the role of cytokines in the disease process. Proinflammatory cytokines such as interleukin-17 (IL-17), IL-22, tumor necrosis factor-alpha, IL-1, IL-12 and interferon-gamma may cause MS through several signaling pathways. Conversely, anti-inflammatory circulating cytokines such as IL-4 and IL-10 are reduced and theoretically can exert a direct protective effect in this condition. Future studies are necessary to develop effective, safe and long-lasting strategies to reduce the abnormal cytokine cascades and to treat MS.