Background/Objectives: Evidence suggests that modifiable lifestyle interventions improve disability in relapsing multiple sclerosis (MS); however, interactions between different factors may impact outcomes. Thus, the objective of this secondary analysis was to investigate diet-induced effects on the impact of MS and effect modification by other modifiable lifestyle factors. Methods: The physical and psychological impact of MS was assessed with the MS Impact Scale-29 (MSIS) at run-in, baseline, 12 weeks, and 24 weeks. Participants were randomized at baseline to the Swank low-saturated fat or Wahls modified Paleolithic elimination diets and instructed to maintain usual physical activity, objectively measured with an accelerometer, throughout the trial. Baseline information on sleep, physical activity, alcohol, and smoking was explored as effect modifiers. Results: Among the Swank group, MSIS-Physical scores improved from 33.8 ± 3.8 at baseline to 28.7 ± 3.6 at 12 weeks (p = 0.04) and 25.3 ± 3.5 at 24 weeks (p < 0.001). MSIS-Psychological scores also improved from 35.7 ± 3.3 at baseline to 25.6 ± 2.6 at 12 weeks (p = 0.001) and 22.8 ± 2.4 at 24 weeks (p < 0.001). Among the Wahls group, MSIS-Physical scores improved from 33.8 ± 3.1 at baseline to 21.7 ± 3.0 at 12 weeks (p < 0.001) and 19.0 ± 3.1 at 24 weeks (p < 0.001). MSIS-Psychological scores also improved from 38.4 ± 3.8 at baseline to 25.5 ± 3.8 at 12 weeks (p < 0.001) and 20.6 ± 3.6 at 24 weeks (p < 0.001). Improvements in MSIS-Physical were greater among participants who were physically inactive or drank little alcohol at baseline. Conclusions: Both diets led to favorable within-group improvements in the perceived impact of MS. People with MS who are physically inactive or drink little alcohol may benefit the most from dietary interventions.