Multiple sclerosis (MS) is an inflammatory and neurodegenerative disease of the central nervous system characterized by broad inter- and intraindividual heterogeneity. The relapse rate, disability progression, and lesion load assessed through MRI are used to detect disease activity and response to treatment. Although it is possible to standardize these characteristics in larger patient groups, so far, this has been difficult to achieve in individual patients. Easily detectable molecular biomarkers can be powerful tools, permitting a tailored therapy approach for MS patients. However, only a few molecular biomarkers have been routinely used in clinical practice as the validation process, and their transfer into clinical practice takes a long time. This review describes the characteristics of an ideal MS biomarker, the challenges of establishing new biomarkers, and promising molecular biomarkers from blood or CSF samples used to monitor MS treatment effects in clinical practice.