Patient self-report health measures have received increasing recognition as supplementary outcome parameters in multiple sclerosis (MS). Given the high prevalence of cognitive problems in this population, reliability and validity of self-report instruments in patient groups with cognitive impairment is essential, especially when using such scales longitudinally. A sample of 80 MS patients with cognitive dysfunction according to Symbol Digit Modalities Test (SDMT) score and 107 unimpaired patients were included in the analyses. Data was available from the Hamburg Quality of Life Questionnaire in Multiple Sclerosis (HAQUAMS), the Hospital Anxiety and Depression Scale (HADS), clinical rating scores [Expanded Disability Status Scale (EDSS) and FS (Functional Status) scales, CAMBS (Cambridge MS Basic Score)] and objective tests of upper and lower limb function [Timed 8 Meter Walk (T8) and Nine Hole Peg Test (9HPT)). Both self-report questionnaires showed satisfactory internal consistencies and retest reliability. Pattern and magnitude of correlations with other health status measures supported the validity of both instruments. However, there was a marked discrepancy between subjective and objective measures of cognitive function. Cognitively impaired patients furthermore showed significantly higher depression and anxiety as well as lower quality of life (QoL). The report provides evidence that QoL and affective symptomatology can be reliably assessed in MS patients with cognitive dysfunction. The common pattern of poor correlation between self-rated and objective cognitive function thus appears to be a result of the patients' (adaptive or maladaptive) coping mechanisms rather than being due to inaccurate measurement.