Oxidative stress plays a central role in atherogenesis, implicated in endothelial dysfunction, coronary plaque formation, and destabilization. Therefore, identifying oxidative stress in the vascular wall by reliable biomarkers could aid in early diagnosis and better coronary artery disease (CAD) prognostication. Because of the short half-life of reactive oxygen species, the current approach is to measure stable products generated by the oxidation of macromolecules in plasma or urine. Most popular oxidative stress biomarkers are oxidized low-density lipoprotein, myeloperoxidase and lipid peroxidation biomarkers, such as malondialdehyde and F2-isoprostanes. Oxidative protein modification biomarkers and oxidized phospholipids have also been studied and discussed in the present review. Most of these biomarkers are associated with the presence and extent of CAD, are elevated in patients with acute coronary syndromes, and may predict outcomes independent of traditional CAD risk factors. However, further standardization of measurement methods and assessment in large randomized clinical trials are required to integrate these biomarkers into clinical practice. In addition, evidence that these biomarkers detect oxidative stress in the vascular wall lacks and more specific biomarkers should be developed to identify vascular oxidative stress. Consequently, several oxidative stress biomarkers have been developed, most of which can be associated with the presence and extent of CAD and event prognosis. However, they still have significant limitations that hinder their integration into clinical practice.