Purpose An exploratory qualitative study investigating participants' experiences of a feasibility study of supervised and home-based Pilates. Methods All 10 females who participated in an eight-week supervised (n = 4) or home-based Pilates (n = 6) program were invited and agreed to be interviewed. Data were collected via semi-structured interviews and researcher observations of participant experiences. Data were analysed using codebook thematic analysis framework. Results Two domain summaries emerged: (1) the suitability of home-based Pilates in particular for this population. Participants indicated that supervised and home-based Pilates was a safe, intensity-appropriate, and implementable exercise method to improve mental health outcomes among persons with multiple sclerosis (PwMS), and (2) the benefits experienced by PwMS while participating in Pilates. Home-based Pilates reduced both exercise participation and accessibility barriers commonly experienced by PwMS. Furthermore, PwMS reported improvements in mental health outcomes following Pilates, in both exercise environments. Conclusions PwMS reported experiencing improved mood following regular Pilates training and indicated that home-based in particular reduced barriers regularly experienced by this population. Results support Pilates as a feasible exercise modality providing potential mood improvements among PwMS. Future appropriately powered home-based randomised controlled trials to further explore the effects of Pilates training on mental health among PwMS with minimal-to-mild mobility disability are warranted.