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The bone marrow microenvironment interacts with malignant cells and regulates cancer survival and immune evasion in multiple myeloma (MM). We investigated the immune profiles of longitudinal bone marrow samples from patients with newly diagnosed MM (n = 18) using cytometry by time-of-flight. The results before and during treatment were compared between patients with good (GR, n = 11) and bad (BR, n = 7) responses to lenalidomide/bortezomib/dexamethasone-based treatment. Before treatment, the GR group had a lower tumor cell burden and a higher number of T cells with a phenotype shifted toward CD8+ T cells expressing markers attributed to cytotoxicity (CD45RA and CD57), a higher abundance of CD8+ terminal effector cells, and a lower abundance of CD8+ naïve T cells. On natural killer (NK) cells, increased expression of CD56 (NCAM), CD57, and CD16 was seen at baseline in the GR group, indicating their maturation and cytotoxic potential. During lenalidomide-based treatment, the GR patients showed an increase in effector memory CD4+ and CD8+ T-cell subsets. These findings support distinct immune patterns in different clinical contexts, suggesting that deep immune profiling could be used for treatment guidance and warrants further exploration.