Multiple sclerosis (MS) is a complex chronic neuroinflammatory disease characterized by demyelination leading to neuronal dysfunction and neurodegeneration manifested by various neurological impairments. The endocannabinoid system (ECS) is a lipid signalling network, which plays multiple roles in the central nervous system and the periphery, including synaptic signal transmission and modulation of inflammation. The ECS has been identified as a potential target for the development of novel therapeutic interventions in MS patients. It remains unclear whether ECS-associated metabolites are changed in MS and could serve as biomarkers in blood or cerebrospinal fluid (CSF). In this retrospective study we applied targeted lipidomics to matching CSF and serum samples of 74 MS and 80 non-neuroinflammatory control patients. We found that MS-associated lipidomic changes overall did not coincide between CSF and serum. While glucocorticoids correlated positively, only the endocannabinoid (eCB) 2-arachidonoyl glycerol (2-AG) showed a weak positive correlation (r = 0.3, p < 0.05) between CSF and serum. Peptide endocannabinoids could be quantified for the first time in CSF but did not differ between MS and controls. MS patients showed elevated levels of prostaglandin E2 and steaorylethanolamide in serum, and 2-oleoylglycerol and cortisol in CSF. Sex-specific differences were found in CSF of MS patients showing increased levels of 2-AG and glucocorticoids in males only. Overall, arachidonic acid was elevated in CSF of males. Interestingly, CSF eCBs correlated positively with age only in the control patients due to the increased levels of eCBs in young relapsing-remitting MS patients. Our findings reveal significant discrepancies between CSF and serum, underscoring that measuring eCBs in blood matrices is not optimal for detecting MS-associated changes in the central nervous system. The identified sex and age-specific changes of analytes of the stress axis and ECS specifically in the CSF of MS patients supports the role of the ECS in MS and may be relevant for drug development strategies.