Various molecular biomarkers have been suggested as a method to improve the predictive value of prognosis in multiple sclerosis (MS). The characterization of such biomarkers would greatly enhance individual patient management. The aim of this study was to conduct a long-term, prospective evaluation of the prognostic value of molecular biomarkers in serum and cerebrospinal fluid (CSF) in patients in the early stages of MS, before the first treatment initiation. The study included a total of 121 MS patients. Serum and CSF were obtained during diagnostic process. Concentrations of IFN γ, IL-6, CHI3L1, osteopontin, CXCL13, GFAP and neurofilament light chains (NfLs) were analyzed. The mean time of the observation of clinical and radiological MS activity was 60 months after start of MS treatment. Higher serum concentrations of NfLs (Z = 2.28; p = 0.02) and CXCL13 (Z = 2.14; p = 0.03) correlated with need to change the first MS therapy (88% due to ineffectiveness and 12% due to adverse events). Higher NfLs concentrations in the CSF specifically correlated with the occurrence of radiological activity (Z = 2.02; p = 0.04). Increased NfLs and IL-6 concentrations in the CSF correlated with disability progression assessed with the EDSS (Z = 2.81; Z = 2.87; p = 0.004; p = 0.003, respectively), as well as with clinical and/or radiological disease activity (Z = 2.80; Z = 2.43; p = 0.004; p = 0.014, respectively). High levels of NfLs and Il6 in the CSF of MS patients assessed before the therapy may be an indication to use a highly effective therapy as the first treatment for MS.