Cognitive impairments occur frequently and early in multiple sclerosis (MS) and contribute significantly to a reduced quality of life of patients with MS. Executive functions (EFs) play a pivotal role for the behavioral adaption to the environment and are also crucial for compensatory processes of cognitive impairments. Disease-modifying drugs (DMDs) are effective in reducing the frequency of relapses and slow the disease progression in MS. The effects of DMDs on cognitive impairments were reviewed with a special focus on EFs. Most studies show some beneficial effects of DMDs on cognition in MS, but the evidence for effects on EFs is sparse. Additionally, most studies suffer from methodological issues, small sample sizes and learning effects. We discuss that EFs may constitute a viable cognitive endpoint for cognitive impairments in MS, which could foster the early detection of subtle cognitive changes in MS.