Persons with multiple sclerosis (MS) are less physically active than nondiseased persons and often report low self-efficacy levels. In the context of an awareness project to promote physical activity and participation in MS, we addressed the impact of training for and participation in a unique expedition. Medical events, relapses, and self-reported neurological worsening were followed from 6 months before and up to 4 months afterwards. Validated patient-reported outcome measures were used to assess fatigue, self-efficacy in exercising, walking abilities, and illness perception. Nine participants completed the training, expedition, and observational study. Minor events, relapses, and/or neurological worsening were reported in six participants. The three participants with mild disability and no cardiovascular risk factors or comorbidities were free of medical and neurological events. We found a significant reduction of motor fatigue at last when compared with the first assessment. The reduction tended to be more evident in participants with mild disability (Expanded Disability Status Scale (EDSS) <4 at baseline). Cognitive fatigue, self-efficacy, and self-reported walking abilities did not change significantly. Illness perceptions tended to be reduced over time in the domains of consequences, identity, and concerns. Overall, no major adverse events occurred.