Background: According to the World Health Organization (WHO) report released in 2000, about 121 million people worldwide suffer from depression. The major depressive disorder (MDD) among multiple sclerosis (MS) patients is one of the most common mood disorders experienced during life. MS patients who simultaneously suffer from depression have reported more severe symptoms of disease and slower adaptation to new conditions, which ultimately increase the cost of treatment. Objectives: The aim of this study was to assess the effectiveness of progressive muscle relaxation therapy (PMRT) as an adjunctive therapy for reducing level of depression for MS patients. Materials and Methods: This research had the randomized controlled trial design with pre and posttest. Thirty female patients based on criteria of MS and MDD disease, were selected from the MS Society of Shiraz, Iran. Beck Depression Inventory (BDI-II) was administered at pre and posttest. The participants were randomly allocated to two groups (experimental and control). Twelve sessions of PMRT using Bernstein and Borkovec’ s method were held for the experimental group. Levin’ s test, covariance and ANOVA with repeated measures were used for data analysis. Results: Experimental and control groups were compared before and after treatment. Analysis of covariance showed that seven levels of depression decreased in the experimental group and analysis of repeated measure showed that 49% of the changes were related to PMRT. Conclusion: According to the results, PMRT is effective in reducing depression. This therapy enables patients to reach relaxation quickly, and thus can cope with depression reactions effectively.