Background: Dimethyl fumarate (DMF) and diroximel fumarate (DRF) are two treatments used for multiple sclerosis (MS) that have been shown to be effective in controlling MS patients. DRF was introduced in 2019 with the aim of decreasing the gastrointestinal side effects caused by DMF. Few real-life studies verify the data provided in the clinical trials. Methods: A retrospective descriptive study was conducted on MS patients at the Hospital Universitario Torrecárdenas under treatment with DRF and DMF. Demographic, clinical, and analytical variables were studied and compared between groups. Results: A total of 60 patients were recruited, 30 with each treatment, observing similar baseline characteristics. Fewer gastrointestinal (GI) effects were observed in the DRF group, while more infections were detected in the DMF group. We recorded lower levels in the DRF group, with four cases of moderate-severe lymphopenia in the DRF group vs. none in the DMF group. In addition, we observed a decrease in lymphocytes after the change from DMF to DRF in patients with a change. Conclusions: Our real-life analysis of patients treated with DMF or DRF supports several studies’ findings regarding decreased GI side effects with DRF vs. DMF without decreasing efficacy. However, our data show a greater reduction in lymphocytes in patients with DRF compared to DMF, so more studies are necessary.