Reviews of therapeutic drugs usually focus on the highly selected and closely monitored patient populations from randomized controlled trials. The objective of this study was to review systematically the tolerability and adherence of multiple sclerosis disease-modifying therapies, using data from both randomized controlled trials and observational settings. Relevant literature was identified using predefined search terms, and adverse event and study discontinuation data were extracted and categorized according to study type (randomized controlled trial or observational) and study duration. A total of 151 papers were selected for analysis; 33% were classified as randomized controlled trials and 62% as observational studies. Most of the papers concerned interferon preparations and glatiramer acetate; the limited available information on mitoxantrone and natalizumab precluded extensive examination of these. The most common adverse events were flu-like symptoms (interferon therapies only) and injection-site reactions. Mean discontinuation rates ranged from 16% to 27%. There were no marked differences in tolerability or adherence data from randomized controlled trials and observational studies, but the incidence of adverse events remained high in lengthy studies and discontinuations accumulated with time. The present systematic review of randomized clinical trial and observational data highlights the tolerability and adherence issues associated with commonly used first-line multiple sclerosis treatments.