Human brain state is usually estimated by brain-specific substances in peripheral tissues, but, for most analytes, a concordance between their content in the brain and periphery is unclear. In this systematic review, we summarized the investigated correlations in humans. PubMed was searched up to June 2022. We included studies measuring the same endogenous neurospecific analytes in the central nervous system and periphery in the same subjects. Not eligible were studies of cerebrospinal fluid, with significant blood–brain barrier disruption, of molecules with well-established blood-periphery concordance or measured in brain tumors. Seventeen studies were eligible. Four studies did not report on correlation and four revealed no significant correlation. Four molecules were examined twice. For BDNF, there was no correlation in both studies. For phenylalanine, glutamine, and glutamate, results were contradictory. Strong correlations were found for free tryptophan (r = 0.97) and translocator protein (r = 0.90). Thus, only for three molecules was there some certainty. BDNF in plasma or serum does not reflect brain content, whereas free tryptophan (in plasma) and translocator protein (in blood cells) can serve as peripheral biomarkers. We expect a breakthrough in the field with advanced in vivo metabolomic analyses, neuroimaging techniques, and blood assays for exosomes of brain origin.