Purpose A high percentage of people with multiple sclerosis (PwMS) experience anxiety, which can negatively impact quality of life. Despite this, anxiety in PwMS remains under researched. This review aims to identify associates with anxiety in PwMS that are amenable to change, with a view to informing the development of interventions in the area. Materials and methods The following databases were searched for studies investigating anxiety in PwMS from 2015 to 2021: PsycINFO, PubMed, EMBASE, Web of Science. The search consisted of keywords relating to MS and fear, anxiety or worry. Once screening was completed by two reviewers, a narrative synthesis was used to analyze the data, with the MMAT used for quality appraisal. Results Of the 3117 unique abstracts screened, 39 studies met the criteria for inclusion. Evidence was found linking anxiety in PwMS to several modifiable factors broadly categorized as either psychological, social or lifestyle factors. Perceptions of self and one’s ability to cope/adjust to MS emerged as important psychological factors. Physical activity and social support from friends were also linked with improved anxiety outcomes. Conclusions Anxiety in PwMS is linked to a number of modifiable factors. Findings may help inform the development of rehabilitation interventions to decrease anxiety in MS. Implications for rehabilitation This review highlights interventions which have successfully lowered anxiety in people with MS (PwMS); however, there is a clear need for the development of further interventions which target the pathologically specific concerns surrounding anxiety in this population. We show how a number of factors amenable to change associate with anxiety, suggesting that these factors may be appropriate targets for anxiety interventions in PwMS. Enhancing physical activity and self-efficacy are important means in which healthcare professionals can reduce anxiety in MS. Identifying ways of encouraging positive coping and increasing social support are further targets for improving comorbid anxiety in PwMS. Focusing on the modifiable factors highlighted here offers considerable potential for enhancing psychological wellbeing in this group.