The diagnosis of a chronic disease, such as multiple sclerosis, has both psychological and physical effects. Living with the disease and its uncertain consequences requires a great deal of psychological resilience in order to employ more comprehensive coping strategies in stressful situations. This study investigated the effect of a four-week online self-directed resilience training program on the perception of psychological resilience among multiple sclerosis patients. A total of 94 MS patients were recruited for a randomised controlled trial. The experimental group underwent a 28-day online self-directed training program consisting of daily exercises aimed at strengthening a resilient mindset. Psychological resilience was measured through self-assessment immediately before, immediately after, and three months after the training. A repeated measures ANOVA revealed a statistically significant improvement in the perception of four factors related to stress: perceived worries, tension, joy, and demands. Two resilience coping strategies were measured, of which one, a resilient orientation, improved significantly in the short and long term. The study suggests that online self-directed resilience training might provide an easily accessible, low-cost option for patients with MS to improve their psychological resilience. This is a pilot study to assess the general applicability to people with MS. Future studies should examine the transferability of results in relation to disease stage and co-morbidities.