Several lines of evidence link immunosuppression to inflammation in patients with multiple sclerosis (MS) and provide a rationale for the increasing use of immunosuppressive drugs in the treatment of MS. Treatment-refractory, clinically active MS can quickly lead to devastating and irreversible neurological disability and treating these patients can be a formidable challenge to the clinician. Patients with refractory MS have been treated with intense immunosuppression, such as cyclophosphamide or mitoxantrone, or with autologous haematopoeitic stem cell transplants. Evidence shows that intense immunosuppression might be effective in patients who are unresponsive to immunomodulating therapy, such as interferon beta and glatiramer acetate. Natalizumab, a new addition to the armamentarium for treating MS, might also have a role in the treatment of this MS phenotype. This Review describes the use of intense immunosuppressant drugs and natalizumab in patients with rapidly worsening MS and provides clinicians with guidelines for the use of these drugs in this patient group.