Despite a strict dietary control, patient with hyperphenylalaninemia or phenylketonuria may show cognitive and/or behavioral disorders. These comorbid deficits are of great concern to patients, families, and health organizations. However, biomarkers capable of detecting initial stages of neurological damage are not commonly employed. The pathogenesis of phenylketonuria is complex in nature. Increasingly, the role of oxidative stress has gained acceptance and biomarkers reflecting oxidative damage to the brain and easily accessible in peripheral biofluids have been validated using mass spectrometry techniques. In the present review, the role of oxidative stress in the pathogenesis of phenylketonuria and hyperphenylalaninemia has been updated. Moreover, we report on newly validated brain-specific lipid peroxidation biomarkers and inform on their relevance in the detection and monitoring of neurological damage in phenylketonuric patients. In preliminary studies, a correlation between lipid peroxidation biomarkers and neurological dysfunction in patients with PKU was reported. However, there is a need of adequately powered trials to confirm the validity of these biomarkers for early detection of brain damage, initiation of treatment, and reliably monitor evolving disease both in phenylketonuria and hyperphenylalaninemia.