Objective To investigate feasibility of multiple sclerosis (MS) exercise guidelines for inactive people with MS (PwMS) and to examine preliminary efficacy for walking. To investigate effect of augmenting that intervention with education based on social cognitive theory (SCT).Design Pilot multicentre, double-blind, randomised, parallel, controlled trial.Setting Community-delivered programme.Participants Sixty-five physically inactive PwMS walked independently, scored 0-3 on the Patient Determined Disease Steps Scale, had no MS relapse or change in MS medication in 12 weeks.Interventions 10-week exercise plus SCT education (SCT) compared with exercise plus attention control education (CON).Outcome measures Six-Minute Walk Test (6MWT), Timed Up and Go (TUG) test and Multiple Sclerosis Walking Scale-12 (MSWS-12).Results 174 expressed interest, 92 were eligible and 65 enrolled (SCT, n=32; CON, n=33). The intervention was feasible and delivered as intended. 68% of SCT group and 50% of control group met the exercise guidelines after intervention. Using linear mixed effects models, intention-to-treat basis, there was insufficient evidence for difference between the groups over the trial (6MWT, p=0.30; TUG, p=0.4; MSWS-12, p=0.8). Using secondary analysis of a cohort with data for >= 3 assessments (SCT, n=21; CON, n= 20), there was significant treatment effect favouring the intervention group (p=0.04) with mean effect for 6MWT 39.0 m (95% CI 2.26 to 75.73) at 12 weeks and 40.0 m (95% CI 2.3 to 77.8) at 36 weeks. Both groups improved significantly in 6MWT following 10-week intervention (SCT, mean Delta = 83.02, SD=60.1, p <= 0.01; CON, mean Delta=56.92, SD=73.5, p <= 0.01), TUG (SCT, Delta=-0.70, SD=1.25, p < 0.01; CON, Delta=-0.54, SD=0.95, p <= 0.01) and MSWS-12 (SCT, Delta=-8.03, SD=16.18, p=0.02; CON,Delta=-0.86, SD=18.74, p=0.81).Conclusions A 10-week exercise programme based on the MS exercise guidelines for improving walking in previously inactive PwMS was feasible. There is marginal evidence of a treatment effect in favour of the exercise plus SCT intervention at 12 and 36 weeks.