Oxidative stress (OS) has been demonstrated to be involved in the pathogenesis of the two major types of dementia: Alzheimer's disease (AD) and vascular dementia (VaD). Evidence of OS and OS-related damage in AD is largely reported in the literature. Moreover, OS is not only linked to VaD, but also to all its risk factors. Several researches have been conducted in order to investigate whether antioxidant therapy exerts a role in the prevention and treatment of AD and VaD. Another research field is that pertaining to the heat shock proteins (Hsps), that has provided promising findings. However, the role of OS antioxidant defence system and more generally stress responses is very complex. Hence, research on this topic should be improved in order to reach further knowledge and discover new therapeutic strategies to face a disorder with such a high burden which is dementia.