Multiple sclerosis (MS) is the most common chronic autoimmune neurological disease. Its therapeutic management has drastically evolved in the recent years with the development of specific disease-modifying therapies (DMTs). Together with the established injectables, oral and intravenous alternatives are now available for MS patients with significant benefits to modulate the disease course. Certain drugs present with a higher efficacy than the others, profiles and frequencies of adverse events differentiate as well. Thus due to the several and different treatment alternatives, the therapeutic approach adopted by neurologists requires a tactical focus for a targeted, timed, and meaningful treatment decision. An integration of rational and emotional control with proper communication skills is necessary for shared decision-making with patients. In this perspective paper, we reinforce the necessary concept of strategic MS treatment approach using all available therapies based on scientific evidence and current experience. We apply a didactic analogy to the strategic game chess. The opening with oriented attack (i.e. already in early disease stages as clinical isolated syndrome), a correct choice of chess pieces to move (i.e. among the several DMTs), a re-assessment reaction to different scenarios (e.g. sustained disease activity, adverse events, and family planning) and the advantage of real-world data are discussed to try the best approach to ultimately successfully approach the best personalized MS treatment.