Small vessel disease (SVD) is one of the most frequent pathological conditions which lead to dementia. Biochemical and neuroimaging might help correctly identify the clinical diagnosis of this relevant brain disease. The microvascular alterations which underlie SVD have common origins, similar cognitive outcomes, and common vascular risk factors. Nevertheless, the arteriolosclerosis process, which underlines SVD development, is based on different mechanisms, not all completely understood, which start from a chronic hypoperfusion state and pass through a chronic brain inflammatory condition, inducing a significant endothelium activation and a consequent tissue remodeling action. In a recent review, we focused on the pathophysiology of SVD, which is complex, involving genetic conditions and different co-morbidities (i.e., diabetes, chronic hypoxia condition, and obesity). Currently, many points still remain unclear and discordant. In this paper, we wanted to focus on new biomarkers, which can be the expression of the endothelial dysfunction, or of the oxidative damage, which could be employed as markers of disease progression or for future targets of therapies. Therefore, we described the altered response to the endothelium-derived nitric oxide-vasodilators (ENOV), prostacyclin, C-reactive proteins, and endothelium-derived hyperpolarizing factors (EDHF). At the same time, due to the concomitant endothelial activation and chronic neuroinflammatory status, we described hypoxia-endothelial-related markers, such as HIF 1 alpha, VEGFR2, and neuroglobin, and MMPs. We also described blood–brain barrier disruption biomarkers and imaging techniques, which can also describe perivascular spaces enlargement and dysfunction. More studies should be necessary, in order to implement these results and give them a clinical benefit.