Neuronal damage is the primary cause of long-term disability of multiple sclerosis (MS) patients. Assessment of axonal integrity from diffusion MRI parameters might enable better disease characterisation. 16 diffusion derived measurements from diffusion tensor imaging (DTI), diffusion kurtosis imaging (DKI), and fixel-based analysis (FBA) in lesions, peri-lesion and normal appearing white matter were investigated. Diffusion MRI scans of 11 MS patients were processed to generate DTI, DKI, and FBA images. Fractional anisotropy (FA) and fibre density (FD) were used to assess axonal integrity across brain regions. Subsequently, 359 lesions were identified, and lesion and peri-lesion segmentation was performed using structural T1w, T2w, T2w-FLAIR, and T1w post-contrast MRI. The segmentations were then used to extract 16 diffusion MRI parameters from lesion, peri-lesion, and contralateral normal appearing white matter (NAWM). The measurements for axonal integrity, DTI-FA, DKI-FA, FBA-FD, produced similar results. All diffusion MRI parameters were affected in lesions as compared to NAWM (p < 0.001), confirming loss of axonal integrity in lesions. In peri-lesions, most parameters, except FBA-FD, were also significantly different from NAWM, although the effect size was smaller than in lesions. The reduction in axonal integrity in peri-lesions, despite unaffected fibre density estimates, suggests an effect of Wallerian degeneration.