Background: Despite many benefits of the physical activity on physical and mental health of patients with Multiple Sclerosis (MS), the activity level in these patients is still very limited, and they continue to suffer from impairment in functioning ability. The main aim of this study is thus to closely examine exercise’s effect on fatigue of patients with MS worldwide, with particular interest on Iran based on a comprehensive systematic review and meta-analysis. Methods: The studies used in this systematic review were selected from the articles published from 1996 to 2019, in national and international databases including SID, Magiran, Iranmedex, Irandoc, Google Scholar, Cochrane, Embase, ScienceDirect, Scopus, PubMed and Web of Science (ISI). These databases were thoroughly searched, and the relevant ones were selected based on some plausible keywords to the aim of this study. Heterogeneity index between studies was determined using Cochran’s test and I². Due to heterogeneity in studies, the random effects model was used to estimate standardized mean difference. Results: From the systematic review, a meta-analysis was performed on 31 articles which were fulfilled the inclusion criteria. The sample including of 714 subjects was selected from the intervention group, and almost the same sample size of 720 individuals were selected in the control group. Based on the results derived from this meta-analysis, the standardized mean difference between the intervention group before and after the intervention was respectively estimated to be 23.8 ± 6.2 and 16.9 ± 3.2, which indicates that the physical exercise reduces fatigue in patients with MS. Conclusion: The results of this study extracted from a detailed meta-analysis reveal and confirm that physical exercise significantly reduces fatigue in patients with MS. As a results, a regular exercise program is strongly recommended to be part of a rehabilitation program for these patients.