Early production of melon plant (Cucumis melo) is carried out using tunnels structures, where extreme temperatures lead to high reactive oxygen species production and, hence, oxidative stress. Malondialdehyde (MDA) is a recognized biomarker of the advanced oxidative status in a biological system. Thus a reliable, sensitive, simple, selective, and rapid separative strategy based on ultra-high-performance liquid chromatography coupled to positive electrospray-tandem mass spectrometry (UPLC-(+)ESI-MS/MS) was developed for the first time to measure MDA, without derivatization, in leaves of melon plants exposed to stress conditions. The detection and quantitation limits were 0.02 μg·L−1 and 0.08 μg·L−1, respectively, which was demonstrated to be better than the methodologies currently reported in the literature. The accuracy values were between 96% and 104%. The precision intraday and interday values were 2.7% and 3.8%, respectively. The optimized methodology was applied to monitoring of changes in MDA levels between control and exposed to thermal stress conditions melon leaves samples. Important preliminary conclusions were obtained. Besides, a comparison between MDA levels in melon leaves quantified by the proposed method and the traditional thiobarbituric acid reactive species (TBARS) approach was undertaken. The MDA determination by TBARS could lead to unrealistic conclusions regarding the oxidative stress status in plants.