Background and purpose: Individuals with multiple sclerosis (MS) want health advice regarding participation in their choice of exercise. To address this need, a flexible exercise participation programme (FEPP) was developed, underpinned by the MS aerobic exercise guidelines and supported by a physiotherapist using behaviour change techniques. The aim of this study was to investigate the feasibility of the FEPP for individuals with minimal disability from MS. Methods: A feasibility study utilising a single group pre/post‐intervention design was conducted. The 12‐week FEPP was completed by 10 individuals with MS (EDSS 0–3.5). Exercise progression in duration, intensity or frequency of exercise (in line with MS exercise guidelines) was guided by a self‐perceived weekly energy level score, and weekly telephone coaching sessions using behavioural change techniques. Trial feasibility was assessed via measures of process (recruitment and retention), resources/management (communication time; data entry) and scientific feasibility (safety; compliance). Secondary FEPP feasibility outcomes included the Goal Attainment Scale (GAS) T‐score, exercise participation (weekly exercise diary), high‐level mobility (HiMAT), vitality (Subjective Vitality Scale), biomarkers for inflammation (cytokines levels [IL2, IL4, IL6, IL10, TNF and IFNγ]), and acceptability (participant survey). Results: Process: In total, 11 (85%) of 13 eligible participants enroled at baseline with 10 (91%) completing the study. Resources/management: Coaching sessions included a baseline interview—mean 39 min (SD: 6.6) and telephone coaching—mean 10 min (SD: 3.8) per week. Outcome measure data collection time—mean 44 min (SD: 2.1). Scientific feasibility: Two participants experienced a fall during their exercise participation. Self‐reported compliance was high (99%). GAS T‐scores increased significantly, indicating achievement of exercise participation goals. Secondary outcomes showed trends towards improvement. Discussion: The FEPP was feasible, safe and highly acceptable for use with individuals with MS and warrants a larger trial to explore effectiveness.