In vivo determination of brain mediators plays an important role in providing insight in how the brain functions. For this purpose, targeted metabolomics can be a very useful tool. Targeted metabolomics detects and measures certain known low-molecular-weight biomolecules involved in signaling pathways and biochemical processes in the central nervous system. Microdialysis is a powerful technique to sample brain mediators in the central nervous system. Several analytical techniques that can possibly be coupled to microdialysis are available. However, selection of an appropriate technique should be considered carefully, since sensitivity and specificity are critical when measuring these mediators in volume-restricted microdialysis samples. This review outlines some of the commonly applied sampling methods and analytical techniques and discusses some of the challenges encountered during the in vivo determination of central nervous system mediators.