There is significant evidence demonstrating the influence of oxidative stress on atherosclerosis and cardiovascular diseases (CVD). However, oxidative biomarkers have not been applied to follow patients under primary or secondary prevention. Many factors can explain this paradox: the higher complexity of the methods applied to quantify oxidative markers, the high variability observed among the studies, the lack of reference values, and the weak correlation with clinical endpoints. This review presents the role of the major reactive oxygen species (ROS) involved in cardiovascular pathophysiology and how they can be neutralized by endogenous and exogenous antioxidants based on classical and recent studies, highlighting the importance of the secondary products of fatty acid oxidation as potential biomarkers. Furthermore, we discuss the great variability of oxidative stress biomarkers, using as an example data obtained from 55 studies. Among the molecules directly formed from lipid oxidation, such as malondialdehyde (MDA), oxidized LDL (oxLDL), and isoprostanes (F₂-IsoP), and those associated with general oxidative conditions (ferric-reducing antioxidant power (FRAP), superoxide dismutase (SOD), glutathione (GSH)), MDA was the most lipid biomarker evaluated in the treatments and proved to be an independent factor compared with traditional markers used in the algorithms to stratify the patient’s risk. Finally, this review suggests four steps to follow, aiming to include MDA in the algorithms applied to estimate CVD risk.