Background: While additional oxygen supply is often required for the survival of very premature infants in intensive care, this also brings an increasing risk of progressive lung diseases and poor long-term lung outcomes. Caffeine is administered to neonates in neonatal intensive care for the prevention and treatment of apneas and has been shown to reduce BPD incidence and the need for mechanical ventilation, although it is still unclear whether this is due to a direct pulmonary action via antagonism of adenosine receptors and/or an indirect action. This experimental study aims to investigate the action of caffeine on the oxidative stress response in pulmonary tissue in a hyperoxia-based model of bronchopulmonary dysplasia in newborn rats. Methods: Newborn Wistar rats were exposed to 21% or 80% oxygen for 3 (P3) or 5 (P5) postnatal days with or without recovery on room air until postnatal day 15 (P15) and treated with vehicle or caffeine (10 mg/kg) every 48 h beginning on the day of birth. The lung tissue of the rat pups was examined for oxidative stress response at P3 and P5 immediately after oxygen exposure or after recovery in ambient air (P15) by immunohistological staining and analysis of lung homogenates by ELISA and qPCR. Results: Lungs of newborn rats, corresponding to the saccular stage of lung development and to the human lung developmental stage of preterms, showed increased rates of total glutathione and hydrogen peroxide, oxidative damage to DNA and lipids, and induction of second-phase mediators of antioxidative stress response (superoxide dismutase, heme oxygenase-1, and the Nrf2/Keap1 system) in response to hyperoxia. Caffeine reduced oxidative DNA damage and had a protective interference with the oxidative stress response. Conclusion: In addition to the pharmacological antagonism of adenosine receptors, caffeine appears to be a potent antioxidant and modulates the hyperoxia-induced pulmonary oxidative stress response and thus protective properties in the BPD-associated animal model. Free-radical-induced damage caused by oxidative stress seems to be a biological mechanism progress of newborn diseases. New aspects of antioxidative therapeutic strategies to passivate oxidative stress-related injury should be in focus of further investigations.