Background Patients with multiple sclerosis have low levels of physical activity. This is of concern because low activity levels are related to cardiovascular disease, poor walking ability, and reduced quality of life. The aim of this study was to evaluate the impact of rehabilitation on daily physical activity and walking capacity in patients with multiple sclerosis who have moderate to severe walking disability. Methods This exploratory, observational study of 24 patients with multiple sclerosis examined daily physical activity, walking capacity and fatigue before and after 3 weeks of inpatient rehabilitation. Inpatient rehabilitation included physiotherapy (30–60 min, 5 times/week), strength and endurance training (30–45 min, 3–5 times/week), occupational therapy (30 min, 2–3 times/week), and neuropsychological training (30 min, 2 times/week). There were no specific interventions to target daily levels of physical activity. Results Daily physical activity did not change after rehabilitation (physical activity: effect size = –0.23, 95% confidence interval (95% CI) 0.02‒0.62). There were significant improvements in walking capacity (Two-Minute Walk Test: effect size = 0.74, 95% CI 0.31‒1.16, +17 m, 20.2%) and mobility (Timed Up and Go Test: effect size = 0.65, 95% CI 0.22‒1.07, ‒2.1 s, 14.9%). Motor and cognitive fatigue (Fatigue Scale for Motor: effect size = 0.56, 95% CI 0.14‒0.99 and Cognitive Functions: effect size = 0.44, 95% CI 0.01‒0.86) improved significantly after rehabilitation. Conclusion Three weeks of rehabilitation improved walking capacity, but not daily physical activity, in patients with multiple sclerosis with moderate to severe walking disability. To increase physical activity, it may be necessary to add specific behavioural interventions to the rehabilitation programme. The intervention plan should include strategies to overcome personal and environmental barriers.