Oxidative stress (OS) has been implicated in the etiology of certain neurodegenerative disorders. Some of these disorders have been associated with unbalanced levels of essential fatty acids (EFA). The response of certain brain regions to OS, however, is not uniform and a selective vulnerability or resilience can occur. In our previous study on rat brains, we observed that a two-generation EFA dietary restriction reduced the number and size of dopaminergic neurons in the substantia nigra (SN) rostro-dorso-medial. To understand whether OS contributes to this effect, we assessed the status of lipid peroxidation (LP) and anti-oxidant markers in both SN and corpus striatum (CS) of rats submitted to this dietary treatment for one (F1) or two (F2) generations. Wistar rats were raised from conception on control or experimental diets containing adequate or reduced levels of linoleic and α-linolenic fatty acids, respectively. LP was measured using the thiobarbituric acid reaction method (TBARS) and the total superoxide dismutase (t-SOD) and catalase (CAT) enzymatic activities were assessed. The experimental diet significantly reduced the docosahexaenoic acid (DHA) levels of SN phospholipids in the F1 (~28%) and F2 (~50%) groups. In F1 adult animals of the experimental group there was no LP in both SN and CS. Consistently, there was a significant increase in the t-SOD activity (p < 0.01) in both regions. In EF2 young animals, degeneration in dopaminergic and non-dopaminergic neurons and a significant increase in LP (p < 0.01) and decrease in the CAT activity (p < 0.001) were detected in the SN, while no inter-group difference was found for these parameters in the CS. Conversely, a significant increase in t-SOD activity (p < 0.05) was detected in the CS of the experimental group compared to the control. The results show that unbalanced EFA dietary levels reduce the redox balance in the SN and reveal mechanisms of resilience in the CS under this stressful condition.