Multiple Sclerosis (MuS) is a complex multifactorial neuropathology, resulting in heterogeneous clinical presentation. A very active MuS research field concerns the discovery of biomarkers helpful to make an early and definite diagnosis. The sphingomyelin pathway has emerged as a molecular mechanism involved in MuS, since high levels of ceramides in cerebrospinal fluid (CSF) were related to axonal damage and neuronal dysfunction. Ceramides are the hydrolysis products of sphingomyelins through a reaction catalyzed by a family of enzymes named sphingomyelinases, which were recently related to myelin repair in MuS. Here, using a lipidomic approach, we observed low levels of several sphingomyelins in CSF of MuS patients compared to other inflammatory and non-inflammatory, central or peripheral neurological diseases. Starting by this result, we investigated the sphingomyelinase activity in CSF, showing a significantly higher enzyme activity in MuS. In support of these results we found high number of total exosomes in CSF of MuS patients and a high number of acid sphingomyelinase-enriched exosomes correlated to enzymatic activity and to disease severity. These data are of diagnostic relevance and show, for the first time, high number of acid sphingomyelinase-enriched exosomes in MuS, opening a new window for therapeutic approaches/targets in the treatment of MuS.