Oxidative stress is a biological process, caused by an imbalance between reactive oxygen species (ROS) and antioxidants, in favour of the ROS. This imbalance leads to oxidative damage to lipids, proteins and DNA and ultimately cell death. Studies in rodents have shown that the brain, particularly the amygdala and hippocampus, is sensitive to oxidative stress, although studies on the association between oxidative stress and brain morphology in humans are lacking. Oxidative stress has also been associated with major depressive disorder (MDD) and may be related to volumetric abnormalities in the amygdala and hippocampus in MDD and anxiety disorders. In this study we aimed to examine the association between two robust measures of oxidative damage in plasma (8-OHdG and F2-isoprostanes) and volume of the hippocampus and amygdala in a large sample of individuals with and without MDD and/or anxiety (N = 297). In secondary analyses, we examine whether this association is similar in patients and controls. 8-OHdG and F2-isoprostanes plasma levels were determined using liquid chromatography tandem mass spectrometry and volume of the hippocampus and amygdala and hippocampal subfields was determined using Freesurfer. We found no association between plasma markers (or interaction with MDD and/or anxiety disorder diagnosis) and subcortical volume, suggesting that peripheral oxidative stress damage is not associated with subcortical brain volume.