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Predicting the transition from relapsing–remitting (RR) to secondary-progressive (SP) multiple sclerosis (MS) from early in the disease course is challenging. To construct prediction models for SPMS using sociodemographic and self-reported clinical measures that would be available at/near MS onset, with specific considerations for MS genetic risk factors. We conducted a retrospective cross-sectional study based on 1295 white, non-Hispanic individuals. Cox proportional hazard prediction models were generated for three censored SPMS outcomes (ever transitioning, transitioning within 10 years, and transitioning within 20 years) using sociodemographic, comorbid health information, symptomatology, and other measures of early disease activity. HLADRB1*15:01 and HLA-A*02:01, as well as a genetic risk score, were iteratively considered in each model. We also explored the relationships for all 200 MS risk variants located outside the major histocompatibility complex. Nomograms were generated for the final prediction models. An older age of MS onset and being male predicted a short latency to SPMS, while a longer interval between the first two relapses predicted a much longer latency. Comorbid conditions and onset symptomatology variably predicted the risk for transitioning to SPMS for each censored outcome. The most notable observation was that HLA-A*02:01, which confers decreased risk for MS, also contributed to decreased hazards for SPMS. These results have the potential to advance prognostication for a person with MS using information available at or near onset, potentially improving care and quality of life for those who live with MS.