Fatigue is a frequent, disabling and difficult to treat symptom of multiple sclerosis (MS). Low grade inflammation and energetic dysfunction have been proposed as mechanisms underlying the pathogenesis of this symptom. Owing to its anti-inflammatory and metabolic properties, there is a rational for ketogenic diet (KD) application in this setting. We conducted a single arm open label interventional study on a strictly selected group of 16 non-obese patients with multiple sclerosis who were prescribed KD for three months. With respect to baseline, at 3 months we observed a significant reduction of fatigue severity scale (5.18 ± 1.02 vs. 4.16 ± 0.98; p = 0.042), Epworth Sleepiness Scale (5.64 ± 2.46 vs. 8.46 ± 3.05; p < 0.001), Pittsburgh Sleep Quality Index (5.64 ± 3.53 vs. 7.62 ± 2.59; p = 0.009), Depression Anxiety Stress Scales-21 depression (3.18 ± 2.93 vs. 6.15 ± 3.81; p = 0.036) and anxiety (5.15 ± 4.10 vs. 1.55 ± 1.92; p = 0.019) sub-scales, and an improvement in energy sub-scale of Multiple Sclerosis Quality of Life-54 (52.49 ± 12.83 vs. 37.43 ± 14.26; p = 0.042). These findings suggest that KD might be useful for the treatment of fatigue and they raise the interest for the use of KD in the treatment of other symptoms frequently encountered in multiple sclerosis.