Background: Depression is common in those with MS. The hopelessness theory of depression, emphasizing the role of attributional style, is supported in this population. Cognitive behaviour therapy (CBT) that can affect attributional style can reduce depression in people who have MS. Aims: The present study aimed to consider whether changing attributional style would reduce depression in two people with MS, thereby supporting the importance of this component of CBT with this population. Method: Two female participants with MS were offered a 5-session intervention designed to alter attributional style. The study followed an ABA design. Attributional style and depressive symptoms were the principal measures considered. Negative life events and MS related stresses were also monitored. Results: The intervention appeared effective for one of the participants, with predicted changes in attributional style and sizeable reductions in depressive symptoms from pre- to post-treatment that were sustained at 3-month follow-up. Improvement was still evident at 6 months, although with some reduction of effect. The intervention was less successful for the other participant who declined further treatment after three sessions. Conclusions: Some support for the hopelessness theory of depression was found, indicating its relevance to CBT interventions for those who have MS and depression.