In multiple sclerosis (MS), fatigue is a frequent symptom that negatively affects quality of life. The pathogenesis of fatigue is multifactorial and inflammation may play a specific role. To explore the association between fatigue, central inflammation and disease course in MS in 106 relapsing-remitting (RR)-MS patients, clinical characteristics, including fatigue and mood, were explored at the time of diagnosis. NEDA (no evidence of disease activity)-3 status after one-year follow up was calculated. Cerebrospinal fluid (CSF) levels of a set of proinflammatory and anti-inflammatory molecules and peripheral blood markers of inflammation were also analyzed. MRI structural measures were explored in 35 patients. A significant negative correlation was found at diagnosis between fatigue measured with the Modified Fatigue Impact Scale (MFIS) and the CSF levels of interleukin (IL)-10. Conversely, no significant associations were found with peripheral markers of inflammation. Higher MFIS scores were associated with reduced probability to reach NEDA-3 status after 1-year follow up. Finally, T2 lesion load showed a positive correlation with MFIS scores and a negative correlation with CSF IL-10 levels at diagnosis. CSF inflammation, and particularly the reduced expression of the anti-inflammatory molecule IL-10, may exacerbate fatigue. Fatigue in MS may reflect subclinical CSF inflammation, predisposing to greater disease activity.