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Genome-wide association studies (GWAS) have identified over 230 genetic variants associated with susceptibility to multiple sclerosis (MS) and one genome-wide significant variant associated with progression of MS. Environmental risk factors, such as vitamin D deficiency and obesity, have also been implicated in MS pathogenesis. Statistical approaches building on these genetic data, such as Mendelian randomization and colocalization, have established putative causal links between environmental risk factors and MS risk, most notably for vitamin D and body mass index. However, studies have thus far revealed limited statistically significant interactions between host genetics and environmental factors beyond the Major Histocompatibility Complex. Epigenetics - the study of non-nucleotide alterations to DNA such as DNA methylation or histone acetylation - might provide a mechanistic framework for understanding how environmental and genetic factors interact in MS. Environmental factors, such as Epstein-Barr virus (EBV) infection, vitamin D deficiency, and smoking, are associated with epigenetic modifications at key MS-related genomic loci, altering the expression of MS risk genes in a cell-type specific manner. Transcriptomics have identified significant pathways via which genetic risk is realised, potentially providing targets for intervention. This review synthesizes current evidence on gene-environment interactions in the context of MS GWAS findings, evaluates the strengths and limitations of various study methodologies, and discusses the challenges in elucidating the interplay between genetics and environmental factors. We propose potential strategies for future research to advance our understanding of the biological mechanisms underlying MS susceptibility in at-risk individuals.