Diffusion imaging has been instrumental in understanding damage to the central nervous system as a result of its sensitivity to microstructural changes. Clinical applications of diffusion imaging have grown exponentially over the past couple of decades in many neurological and neurodegenerative diseases, such as multiple sclerosis (MS). For several reasons, MS has been extensively researched using advanced neuroimaging techniques, which makes it an 'example disease' to illustrate the potential of diffusion imaging for clinical applications. In addition, MS pathology is characterized by several key processes competing with each other, such as inflammation, demyelination, remyelination, gliosis and axonal loss, enabling the specificity of diffusion to be challenged. In this review, we describe how diffusion imaging can be exploited to investigate micro-, meso- and macro-scale properties of the brain structure and discuss how they are affected by different pathological substrates. Conclusions from the literature are that larger studies are needed to confirm the exciting results from initial investigations before current trends in diffusion imaging can be translated to the neurology clinic. Also, for a comprehensive understanding of pathological processes, it is essential to take a multiple-level approach, in which information at the micro-, meso- and macroscopic scales is fully integrated.