Background: Self-management interventions have become increasingly popular in the management of long-term health conditions; however, little is known about their impact on psychological well-being in people with Multiple Sclerosis (MS). Purpose: To examine the effectiveness of self-management interventions on improving depression, anxiety and health related quality of life in people with MS. Method: A structured literature search was conducted for the years 2000 to 2016. The review process followed the PRISMA guidelines, and is registered with PROSPERO (no. CRD42016033925). Results: The review identified 10 RCT trials that fulfilled selection criteria and quality appraisal. Self-management interventions improved health-related quality of life in 6 out of 7 studies, with some evidence of improvement in depression and anxiety symptoms. Conclusion: Although the results are promising more robust evaluation is required in order to determine the effectiveness of self-management interventions on depression, anxiety and quality of life in people with MS. Evaluation of the data was impeded by a number of methodological issues including incomplete content and delivery information for the intervention and the exclusion of participants representing the disease spectrum. Recommendations are made for service development and research quality improvement.