The main aim of this cross-sectional study was to analyse the degree to which coping may act as a mediator between disability and psychosocial loss in people with relapsing remitting multiple sclerosis. Participants (N = 158) completed measures of psychosocial loss and ways of coping. Disability status was evaluated by attending neurologists. Coping partially mediated the relationship between disability and psychosocial loss. Disability leads to the experience of psychosocial loss but it is not the sole factor determining the formation of psychosocial loss. Coping is also associated with such losses in multiple sclerosis.