Alzheimer’s disease (AD) is a neurodegenerative disorder accounting for over 50% of all dementia patients and representing a leading cause of death worldwide for the global ageing population. The lack of effective treatments for overt AD urges the discovery of biomarkers for early diagnosis, i.e., in subjects with mild cognitive impairment (MCI) or prodromal AD. The brain is exposed to oxidative stress as levels of reactive oxygen species (ROS) are increased, whereas cellular antioxidant defenses are decreased. Increased ROS levels can damage cellular structures or molecules, leading to protein, lipid, DNA, or RNA oxidation. Oxidative damage is involved in the molecular mechanisms which link the accumulation of amyloid-β and neurofibrillary tangles, containing hyperphosphorylated tau, to microglia response. In this scenario, microglia are thought to play a crucial role not only in the early events of AD pathogenesis but also in the progression of the disease. This review will focus on oxidative damage products as possible peripheral biomarkers in AD and in the preclinical phases of the disease. Particular attention will be paid to biological fluids such as blood, CSF, urine, and saliva, and potential future use of molecules contained in such body fluids for early differential diagnosis and monitoring the disease course. We will also review the role of oxidative damage and microglia in the pathogenesis of AD and, more broadly, in neurodegeneration.