Background: Clinical studies have suggested beneficial effects of exercise on cognitive function in ageing adults and neurodegenerative diseases such as dementia. Recent work indicates the same for progressive multiple sclerosis (MS), an inflammatory and degenerative disease of the central nervous system (CNS). The biological pathways associated with these effects are however not well understood. Objective: In this randomized controlled study, we explored serum levels of the myokine Irisin, the neurotrophin brain-derived neurotrophic factor (BDNF) and Interleukin-6 (IL-6) during acute endurance exercise and over the course of a 9-weeks endurance exercise training period in n = 42 patients with progressive MS. Results: We detected a significant increase of BDNF levels in progressive MS patients after 30 min of bicycling (p < 0.001). However, there were no significant changes for baseline levels after 22 sessions of training. No significant effects of acute or prolonged exercise could be found for Irisin or Interleukin-6. Conclusion: Our results indicate that BDNF is strongly induced during acute exercise even in patients with progressive MS and advanced physical disability. Long-term effects of exercise programs on biological parameters (Irisin, BDNF, IL-6) were much less pronounced. Given the hypothesis-driven selection of a limited set of biological markers in this pilot study, future studies should use unbiased approaches in larger samples to obtain a comprehensive picture of the networks involved in exercise effects on neurological diseases.