Patients with type 1 diabetes mellitus (T1DM) develop microvascular complications during the course of the disease. Oxidative stress is the main mechanism of the microvascular damage. Currently no specific and reliable laboratory tests are available for screening of early microvascular changes. 56 patients with T1DM were included. We measured their serum levels of malonyl dialdehyde and reactive aldehydes with chain lengths C6–C12, which are known to be generated during lipid peroxidation, a process associated with oxidative stress. Serum levels of aldehydes were compared with the parameters of microvascular reactivity (MVR) examined by laser Doppler flowmetry and with the parameters of blood glucose control (glycated hemoglobin, glycemic variability using continuous glucose monitoring). In this cross-sectional observational study, higher levels of reactive aldehydes were associated with impaired skin MVR in T1DM. However, the parameters of glucose control were not associated with lipid peroxidation or MVR in our study. Therefore, we suggest that other than simple glycemic mechanism may be more important in the process of reactive aldehyde generation in T1DM.