Multiple sclerosis (MS) is a multifactorial, chronic, immune-mediated, and neurodegenerative disease, having a well-known hypothalamic-pituitary-adrenal (HPA) axis dysfunction. Several hormones have a great impact in the immune dysregulation, psychology, and cognitive status of patients with MS, as also in the fertility and response to treatment. In this comprehensive review, as an introduction, we mention basic data concerning MS: epidemiology, genetics, immunogenetics, epigenetics, pathophysiology, and neuroimmunology. Hormonal components of the disease cascade, mainly glucocorticoids (stress-related hormone), estrogens, prolactin and dehydroepiandrosterone (sex-related hormones), melatonin, and vitamin D, are discussed, aiming at focusing on core data regarding the impact of these hormones in MS pathophysiology, severity of the disease, correlation with comorbid mental disorders, and fertility. A great focus is given in the pre- and post-pregnancy period of MS patients, in the context of the disease-modifying treatments (DMTs) and HPA status, having in mind that there are only very limited knowledge and few papers on this specific life period of these women, having MS. All this data are presented in the main text and also in the workable tables, for the first time, suggesting targeted topics that need to be addressed in the near future.