Background There is increasing recognition of the benefits of exercise in individuals with multiple sclerosis (MS), yet the MS population does not engage in sufficient amounts of exercise to accrue health benefits. There has been little qualitative inquiry to establish the preferred format and source for receiving exercise information from health‐care providers among persons with MS. Objective We sought to identify the desired and preferred format and source of exercise information for persons with MS that can be delivered through health‐care providers. Setting and participants Participants were adults with MS who had mild or moderate disability and participated in a range of exercise levels. All participants lived in the Midwest of the United States. Methods Fifty semi‐structured interviews were conducted and analysed using thematic analysis. Results Two themes emerged, (i) approach for receiving exercise promotion and (ii) ideal person for promoting exercise. Persons with MS want to receive exercise information through in‐person consultations with health‐care providers, print media and electronic media. Persons with MS want to receive exercise promotion from health‐care providers with expertise in MS (ie neurologists) and with expertise in exercise (eg physical therapists). Conclusions These data support the importance of understanding how to provide exercise information to persons with MS and identifying that health‐care providers including neurologists and physical therapists should be involved in exercise promotion.