Gray matter damage underlies progressive cognitive impairment (CI) in multiple sclerosis (MS). To identify transcriptome changes associated with CI, we analyzed the prefrontal cortex (PFC), a brain region relevant for cognition, at the acute phase of experimental autoimmune encephalomyelitis (EAE), a well-established mouse model of MS. High-throughput RNA-sequencing coupled with bioinformatics analyses highlighted the significant up-regulation of cytokine-mediated and inflammatory pathways in the PFC of EAE-mice. Heat-map representation of the top 100 regulated genes indicated the presence of two EAE-subgroups. One subgroup, which we named EAE-H (high immune-reaction/inflammation), showed higher differences with the control mice, while the EAE-L (low immune-reaction/inflammation) subgroup displayed lower changes. Notably, by using the Cell-type-Specific-Expression Analysis (CSEA) tool (doi:10.1523/JNEUROSCI.4488-13.2014), we found that astrocytic genes were specifically up-regulated only in the EAE-H PFC, whereas microglial-related categories were up-regulated in both subgroups, suggesting that EAE-H mice are characterized by a more advanced stage of PFC inflammation. Furthermore, genes expressed in cortical neurons were selectively downregulated only in the EAE-H group, suggesting that high levels of inflammation exert a pronounced impact on PFC neurons. We then analyzed cognitive performances of pre-symptomatic EAE-mice by employing the Object-in-place test. Interestingly, we found that CI was specifically associated with the expression levels of immune-related genes in the PFC. In particular, expression of genes associated with the antigen presentation pathway and inflammation were negatively correlated with cognitive performances. Collectively, these results suggest that functional impairment of the PFC during EAE is associated with the increased level of inflammation in this brain region.