Oxidative stress (OS) plays a key role in the initiation or progression of numerous diseases, and dairy cows undergo OS at the transition period. However, discrepancies between methodologies make it difficult to make comparisons between studies, and therefore research on this topic may not be implemented in farms. This study aims to test under field conditions the use of an oxidative stress index (OSi) as a combined measurement through a ratio between pro-oxidants and antioxidants throughout the transition period in dairy farms. Serum samples of high-yielding dairy cows were taken, and markers of oxidative damage and antioxidant capacity were measured in four different production stages: (i) late lactation (LL; −2 to −1 months); (ii) prepartum (PrP; −1 month until parturition); (iii) postpartum (PsP; delivery to +1 month); and (iv) peak of lactation (PkL; +1 to +2.5 months). Values were compared between production stages and against a metabolic baseline status (CTR, 4th to 5th month of gestation). To the best of our knowledge, this is the first report in the literature that discusses the values of these oxidative stress biomarkers (and the OS index) for cows with low metabolic demands, as to date most research in this area has focused on the transition period. With the joint evaluation through the OSi, differences were found that were not present with the separate evaluation of pro-oxidants or antioxidants, thus supporting our hypothesis that the OSi indicates more accurately the oxidative status of the animals. It was also confirmed that dairy cows undergo OS after parturition, and that antioxidant supplementation from 1 month before parturition until the peak of lactation may be needed to reduce the risk of OS.