Multiple sclerosis (MS) is a complex multifactorial neuropathology. Although its etiology remains unclear, it has been demonstrated that the immune system attacks myelin, leading to demyelination and axonal damage. The involvement of lipids as one of the main components of myelin sheaths in MS and other demyelinating diseases has been postulated. However, it is still a matter of debate whether specific alteration patterns exist over the disease course. Here, using a lipidomic approach, we demonstrated that, at the time of diagnosis, the cerebrospinal fluid of MS patients presented differences in 155 lipid species, 47 of which were identified. An initial hierarchical clusterization was used to classify MS patients based on the presence of 25 lipids. When a supervised method was applied in order to refine this classification, a lipidomic signature was obtained. This signature was composed of 15 molecules belonging to five different lipid families including fatty acids (FAs). An FA-targeted approach revealed differences in two members of this family: 18:3n3 and 20:0 (arachidic acid). These results reveal a CSF lipidomic signature in MS patients at the time of diagnosis that might be considered as a potential diagnostic tool.