Background: Several risk factors are associated with multiple sclerosis (MS) progression and may be amenable to intervention. Objective: To systematically review the evidence for interventions targeting risk factors for MS progression. Methods: We searched six databases and existing reviews till March 2015 and consulted with experts to identify randomized controlled trials (RCTs) of interventions targeting MS risk factors (PROSPERO 2015: CRD42015016461). Results: In total, 37 RCTs met inclusion criteria. Expanded Disability Status Scale (EDSS) scores after exercise interventions did not differ compared with untreated controls (standardized mean differences (SMDs): 0.02; confidence interval (CI): -0.40, 0.44; I-2: 0%; seven RCTs; very low quality of evidence (QoE)). Dietary interventions did not show a statistically significant effect on the relative risk (RR) of progression (RR: 0.86; CI: 0.67, 1.05; I-2: 0%; four RCTs; moderate QoE) compared to placebo. EDSS scores after vitamin D supplementation were not significantly different from placebo (SMD: -0.15; CI: -0.33, 0.02; I-2: 0%; five RCTs; very low QoE). Conclusion: We did not identify any risk factor interventions with significant effects on MS progression, but the overall QoE was limited. More adequately powered trials are needed on vitamin D supplementation, long-term exercise, and smoking cessation.