The present study focuses on the investigation of the oxidized cell-free DNA (cfDNA) properties in several experimental models, including cultured cerebellum cells, peripheral blood lymphocytes (PBL), plasma, and hippocampus under an acute and chronic unpredictable stress model in rats. Firstly, our study shows that Spectrum Green fluorescence-labeled oxidized cfDNA fragments were transferred into the cytoplasm of 80% of the cerebellum culture cells; meanwhile, the nonoxidized cfDNA fragments do not pass into the cells. Oxidized cfDNA stimulates the antioxidant mechanisms and induction of transcription factor NRF2 expression, followed by an activation of NRF2 signaling pathway genes—rise of Nrf2 and Hmox1 gene expression and consequently NRF2 protein synthesis. Secondly, we showed that stress increases plasma cfDNA concentration in rats corresponding with the duration of the stress exposure. At the same time, our study did not reveal any significant changes of 8-oxo-7,8-dihydro-2′-deoxyguanosine (8-oxodG) level in PBL of rats under acute or chronic stress, probably due to the significantly increased Nrf2 expression, that we found in such conditions. 8-oxodG is one of the most reliable markers of DNA oxidation. We also found an increased level of 8-oxodG in the hippocampal homogenates and hippocampal dentate gyrus in rats subjected to acute and chronic stress. Taken together, our data shows that oxidized cfDNA may play a significant role in systemic and neuronal physiological mechanisms of stress and adaptation.