Polyunsaturated fatty acid (PUFA) is easily peroxidized by free radicals and enzymes. When this occurs, it results in the compromised integrity of cellular membranes and leads to lipid hydroperoxide as a major reaction product, which is decomposed into aldehyde. Lipid hydroperoxide-modified lysine is known to be an early product of the lipid peroxidation process, suggesting that it might be a PUFA-oxidative stress marker during the initial stage of oxidative stress. Lipid hydroperoxides cause or enhance ROS-mediated DNA fragmentation. The α,β-unsaturated aldehydes are end products of PUFA peroxidation. They are highly reactive and readily attack and modify the protein amino acid residues into aldehyde-modified proteins. Lipid peroxidation-derived α,β-unsaturated aldehydes are capable of inducing cellular stress-responsive processes such as cell signaling and apoptosis. The lipid hydroperoxide- and aldehyde-modified proteins have been immunohistochemically detected in diverse pathological situations such as atherosclerosis, Alzheimer's disease, Parkinson's disease, and chemical material-induced liver injury and renal tubular injury in humans and experimental animals. These findings suggest that the expression of the lipid hydroperoxide- and aldehyde-modified proteins is closely associated with the pathogenesis of these diseases in humans and experimental animals.