Serum neurofilament light chains (sNfL) are biomarkers of disease activity in multiple sclerosis (MS), but their value to predict response to treatment, and their association with patient immunological profile, need to be further explored. We studied 80 relapsing-remitting MS patients initiating dimethyl fumarate (DMF) treatment. sNfL levels were explored at baseline and at 3, 6 and 12 months by single molecule array. Blood lymphocyte subsets were measured at baseline and at 6 months by flow cytometry. Patients were followed a year and classified as NEDA (no evidence of disease activity) or ODA (ongoing disease activity). NEDA patients had lower sNfL levels at baseline (p = 0.0001), and after three (p = 0.004) and six (p = 0.03) months of DMF treatment. Consequently, low baseline sNfL values (≤ 12 pg/ml) increased the probability of NEDA (OR 5.8; CI 1.82-15.6; p = 0.002, after correcting by disease activity in the previous year), and associated with significant reductions of central memory CD4+ T lymphocytes, interferon-gamma+ CD8+ T lymphocytes, Natural Killer T cells, and memory B cells upon DMF treatment, being the highest differences in memory B cells (p < 0.0001). This shows that low baseline sNfL values identify MS patients with higher probability of optimal response to DMF and of a reduction in effector immune cells.