Despite that the prevalence of depression has been thoroughly analyzed in multiple sclerosis (MS) patients and affects approximately 15%–20% of the MS population, attention paid to social activities concomitant with anxiety is still too sporadic. The aim of this study was to find the prevalence of anxiety and social activities aggraded/aggravated with anxiety in the MS population in Lithuania and to analyze how it correlates with socio-demographic factors, clinical outcomes of MS and depression. Three hundred twelve MS patients took part in this study; anxiety prevalence was pointed in 20.2%. Only 23.4% of the study population was socially active. Our study shows a significant level of anxiety and low level of social activity in people with MS. Anxiety in MS patients was strongly related with younger age, shorter MS duration, prevalence of depression and lower level of social activity. A higher level of social activity was significantly related with older urban MS patients who indicated family status as living together and longer MS duration.