Patients with multiple sclerosis on long-term injectable therapies may suffer from the so-called "needle fatigue", i.e., a waning commitment to continue with the prescribed injectable treatment. Therefore, alternative treatment strategies to enhance patients' adherence are warranted. In this independent, multicentre post-marketing study, we sought to directly compare switching to either teriflunomide (TFN), dimethyl fumarate (DMF), or pegylated interferon (PEG) on treatment persistence and time to first relapse over a 12-month follow-up. We analyzed a total of 621 patients who were free of relapses and gadolinium-enhancing lesions in the year prior to switching to DMF (n = 265), TFN (n = 160), or PEG (n = 196). Time to discontinuation and time to first relapse were explored in the whole population by Cox regression models adjusted for baseline variables and after a 1:1:1 ratio propensity score (PS)-based matching procedure. Treatment discontinuation was more frequent after switching to PEG (28.6%) than DMF (14.7%; hazard ratio [HR] = 0.25, p < 0.001) and TFN (16.9%; HR = 0.27, p < 0.001). We found similar results even in the re-sampled cohort of 222 patients (74 per group) derived by the PS-based matching procedure. The highest discontinuation rate observed in PEG recipient was mainly due to poor tolerability (p = 0.005) and pregnancy planning (p = 0.04). The low number of patients who relapsed over the 12-month follow-up (25 out of 621, approximately 4%) prevented any analysis on the short-term risk of relapse. This real-world study suggests that oral drugs are a better switching option than low-frequency interferon for promoting the short-term treatment persistence in stable patients who do not tolerate injectable drugs.