There is increasing interest in patient-centered approaches to chronic disease management and prevention. For people with multiple sclerosis (PwMS), patient empowerment plays a role in improving a range of health-related outcomes. This study aimed to compare health-related quality of life (HRQOL), fatigue, and depression risk between people who have and have not attended a week-long physician-led residential educational retreat or accessed other self-help resources (a book and online content) that foster patient empowerment including the adoption of healthy lifestyle behaviors. PwMS were recruited to the study using online platforms and asked to complete a comprehensive online survey. Data from 2,233 respondents were analysed. Bivariate results indicated that PwMS who had attended a retreat (n = 247), read the associated book (n = 1,167) or regularly visited online sites promoting lifestyle modification (n = 795), had better HRQOL and lower rates of depression and fatigue than those who had not. The depression risk among retreat attendees (8.6 ) was around half that of the whole sample. Regression analysis showed that, controlling for age and gender, compared to the highest level of engagement, no engagement with the resources was associated with nearly threefold higher odds of clinically significant fatigue, tenfold higher odds of depression risk, and physical and mental HRQOL scores 19.5 and 15.6 points lower, respectively. These results are congruent with previously reported post-retreat improvements in HRQOL, and strongly support a role for patient engagement in resources promoting lifestyle modification. Physicians should encourage more active involvement of PwMS in their own health care.