To investigate the occurrence of vascular comorbidities before and after the clinical onset of multiple sclerosis. In this combined case–control and cohort study, all Danish born citizens with onset of multiple sclerosis 1980–2005 were identified from the Danish Multiple Sclerosis Registry and randomly matched with controls regarding year of birth, gender, and municipality on January 1st in the year of multiple sclerosis (MS) onset (index date). Individual-level information on comorbidities was obtained from several independent nationwide registries and linked to the study population by unique personal identification numbers. To assess the presence of vascular comorbidities before and after MS onset, cases and controls were followed from January 1977 to the index date, and from the index date through December 2012. We used logistic regression to calculate odds ratios (ORs) and Cox regression to calculate hazard ratios (HRs). Before the index date, MS cases had a decreased probability for cerebrovascular comorbidity [OR 0.69 (95 % CI 0.48–0.99, p = 0.043)], and a numerically but not statistically significant decreased probability for cardiovascular comorbidity [OR 0.87 (95 % CI 0.71–1.07, p = 0.188)]. After the index date, MS cases had an increased risk for cerebrovascular comorbidity [HR 1.84 (95 % CI 1.69–2.00, p < 0.0005)], and for cardiovascular comorbidity [HR 1.08 (95 % CI 1.02–1.15, p = 0.013)]. The lower occurrence of cerebrovascular comorbidities in cases prior to MS onset could be due to protective immune mechanisms, while the higher occurrence of vascular comorbidities in cases after MS onset could be because of converging causal pathways of the coexisting diseases. These findings deserve to be studied closer in a broader spectrum of comorbidities in MS.