Background: Only one disease modifying therapy (DMT), ocrelizumab, was found to slow disability progression in primary progressive multiple sclerosis (PPMS). Modeling the conditional average treatment effect (CATE) using deep learning could identify individuals more responsive to DMTs, allowing for predictive enrichment to increase the power of future clinical trials. Methods: Baseline clinical and MRI data were acquired as part of three placebo-controlled randomized clinical trials: ORATORIO (ocrelizumab), OLYMPUS (rituximab) and ARPEGGIO (laquinimod). Data from ORATORIO and OLYMPUS was separated into a training (70%) and testing (30%) set, while ARPEGGIO served as additional validation. An ensemble of multitask multilayer perceptrons was trained to predict the rate of disability progression on both treatment and placebo to estimate CATE. Results: The model could separate individuals based on their predicted treatment effect. The top 25% of individuals predicted to respond most have a larger effect size (HR 0.442, p=0.0497) than the entire group (HR 0.787, p=0.292). The model could also identify responders to laquinimod. A simulated study where the 50% most responsive individuals are randomized would require 6-times less participants to detect a significant effect. Conclusions: Individuals with PPMS who respond favourably to DMTs can be identified using deep learning based on their baseline clinical and imaging characteristics.