MS related fatigue might be related to autonomous nervous system (ANS) dysfunctions or to inflammation related vagal (hyper-) activation. Consequently, influencing ANS status may lead to relieve of fatigue. We used two opposite biofeedback interventions to either increase sympathetic ("self-alert training", SAT) or parasympathetic activation ("progressive muscle relaxation", PMR). We recorded fatigue status of patients before and after a challenging vigilance task, their behavioural performance on this task, their skin conductance response (SCR), and parameters indicating parasympathetic activity concerning heart rate variability (HRV). We repeated these recordings after the biofeedback training sessions. Patients of the SAT group were able to learn to increase their SCR voluntarily. Patients of the PMR group showed increasing parameters indicating parasympathetic modulation of the HRV. The vigilance task increased their feeling of fatigue. However, there was no effect of biofeedback training on either fatigue status or performance on the vigilance task. Our results show that MS patients can learn to change voluntarily their ANS activity using biofeedback instructions based on SCR and this can be used in future studies to test the postulated link between ANS and fatigue. However, in this experimental intervention we were unable to document a relation between ANS activity and fatigue.Trial registration: ClinicalTrials.gov identifier: NCT03268187.