We conducted a postal survey to assess the prevalence and characteristics of neuropathic pain and migraine in a cohort of multiple sclerosis (MS) patients. Of the 1300 questionnaires sent, 673 could be used for statistical analysis. Among the respondents, the overall pain prevalence in the previous month was 79%, with 51% experiencing pain with neuropathic characteristics (NCs) and 46% migraine. MS patients with both migraine and NC pain (32% of the respondents) reported more severe pain and had lower health-related quality of life than MS patients with either migraine or NC pain. Pain intensity in MS patients with migraine was moderate (6.0 ± 0.1). Migraine was mostly episodic, but headaches were occurring on ≥15 days per month in 15% of those with migraine. MS patients with migraine were younger and had shorter disease durations than those with NC pain. NC pain was most often located in the extremities, back and head, and was frequently described as tingling and pins-and-needles. The intensity of NC pain was low to moderate (4.9 ± 0.1), but positively correlated with the number of painful body sites. Nonetheless, patients with NC pain were more disabled (with a higher Expanded Disability Status Scale and pain interference index) than patients with migraine. Migraine, but not NC pain, was associated with age, disease duration, relapsing-remitting course, and interferon-beta treatment. This suggests that NC pain and migraine are mediated by different mechanisms. Therefore, pain mechanisms that specifically operate in MS patients need to be characterized to design optimal treatments for these individuals.