The clinical course of multiple sclerosis (MS) is critically influenced by the interplay between inflammatory and neurodegenerative processes. The brain-derived neurotrophic factor (BDNF) Val66Met polymorphism (rs6265), one of the most studied single-nucleotide polymorphisms (SNPs), influences brain functioning and neurodegenerative processes in healthy individuals and in several neuropsychiatric diseases. However, the role of this polymorphism in MS is still controversial. In 218 relapsing–remitting (RR)-MS patients, we explored, at the time of diagnosis, the associations between the Val66Met polymorphism, clinical characteristics, and the cerebrospinal fluid (CSF) levels of a large set of pro-inflammatory and anti-inflammatory molecules. In addition, associations between Val66Met and structural MRI measures were assessed. We identified an association between the presence of Met and a combination of cytokines, identified by principal component analysis (PCA), including the pro-inflammatory molecules MCP-1, IL-8, TNF, Eotaxin, and MIP-1b. No significant associations emerged with clinical characteristics. Analysis of MRI measures evidenced reduced cortical thickness at the time of diagnosis in patients with Val66Met. We report for the first time an association between the Val66Met polymorphism and central inflammation in MS patients at the time of diagnosis. The role of this polymorphism in both inflammatory and neurodegenerative processes may explain its complex influence on the MS course.