Objective: To examine the extent to which pain catastrophizing, fatigue catastrophizing, positive affect, and negative affect simultaneously mediated the associations between common symptoms of multiple sclerosis (MS; i.e., pain, fatigue) and impact on daily life, depressive symptoms, and resilience. Method: Participants were community-dwelling adults with MS (N = 163) reporting chronic pain, fatigue, and/or moderate depressive symptoms. Multiple mediation path analysis was used to model potential mediators of pain and fatigue separately, using baseline data from a randomized controlled trial comparing two symptom self-management interventions. Results: In the pain model, pain catastrophizing was a mediator of pain intensity with pain interference and depression. Negative affect was a mediator of pain intensity with depression and resilience. In the fatigue model, fatigue catastrophizing was a mediator of fatigue intensity with fatigue impact and depression. Positive affect was a mediator of fatigue intensity with depression and resilience. Conclusions: These findings provide preliminary support for the presence of differential effects of cognitive-affective mediators and suggest potential targets for psychological interventions based on an individual’s clinical presentation. The differential mediating effects also support the inclusion of both positive and negative aspects of psychological health in models of pain and fatigue, which would not be otherwise apparent if negative constructs were examined in isolation. To our knowledge, this is the first study to utilize a multivariate path analysis approach to examine cognitive-affective mediators of pain and fatigue in MS, while also examining positive and negative constructs concurrently.