Accumulating evidence shows that nitro-oxidative pathways play an important role in the pathophysiology of major depressive disorder (MDD) and bipolar disorder (BD) and maybe anxiety disorders. The current study aims to examine superoxide dismutase (SOD1), catalase, lipid hydroperoxides (LOOH), nitric oxide metabolites (NOx), advanced oxidation protein products (AOPP), malondialdehyde (MDA), glutathione (GSH), paraoxonase 1 (PON1), high-density lipoprotein cholesterol (HDL), and uric acid (UA) in participants with and without generalized anxiety disorder (GAD) co-occurring or not with BD, MDD, or tobacco use disorder. Z unit-weighted composite scores were computed as indices of nitro-oxidative stress driving lipid and protein oxidation. SOD1, LOOH, NOx, and uric acid were significantly higher and HDL and PON1 significantly lower in participants with GAD than in those without GAD. GAD was more adequately predicted by increased SOD + LOOH + NOx and lowered HDL + PON1 composite scores. Composite scores of nitro-oxidative stress coupled with aldehyde and AOPP production were significantly increased in participants with comorbid GAD + MDD as compared with all other study groups, namely MDD, GAD + BD, BD, GAD, and healthy controls. In conclusion, GAD is characterized by increased nitro-oxidative stress and lipid peroxidation and lowered lipid-associated antioxidant defenses, while increased uric acid levels in GAD may protect against aldehyde production and protein oxidation. This study suggests that increased nitro-oxidative stress and especially increased SOD1 activity, NO production, and lipid peroxidation as well as lowered HDL-cholesterol and PON1 activity could be novel drug targets for GAD especially when comorbid with MDD.