We introduce a goal-oriented strategy for multiscale computations performed using the Multiscale Finite Element Method (MsFEM). In a previous work, we have shown how to use, in the MsFEM framework, the concept of Constitutive Relation Error (CRE) to obtain a guaranteed and fully computable a posteriori error estimate in the energy norm (as well as error indicators on various error sources). Here, the CRE concept is coupled with the solution of an adjoint problem to control the error and drive an adaptive procedure with respect to a given output of interest. Furthermore, a local and non-intrusive enrichment technique is proposed to enhance the accuracy of error bounds. The overall strategy, which is fully automatic and robust, enables to reach an appropriate trade-off between certified reliability and computational cost in the MsFEM context. The performances of the proposed method are investigated on several illustrative numerical test cases. In particular, the error estimation is observed to be very accurate, yielding a very efficient adaptive procedure.