The immunoprotective role of pregnancy in multiple sclerosis (MS) has been known for decades. Conversely, there has been rich debate on the topic of breastfeeding and disease activity in MS. In clinical practice, women are often offered to restart their disease-modifying drug (DMD) soon after delivery to maintain their relapse risk protection. Limited available information about peri-partum DMD safety can discourage women to choose breastfeeding, despite the World Health Organization’s recommendation to breastfeed children for the first 6 months of life exclusively. New evidence is emerging about the protective role of exclusive breastfeeding on relapse rate. Research studies shed light on the hormonal and immunological mechanisms driving the risk of relapses during pregnancy and postpartum. Finally, case reports, real-world data, and clinical trials are increasing our knowledge of the safety of DMDs for the fetus and infant. While some DMDs must be avoided, others may be considered in highly active pregnant or lactating women with MS. This mini-review conveys recent evidence regarding the protective role of exclusive breastfeeding in MS and offers clinicians practical considerations for a patient-tailored approach.