Dyslipidemia and oxidative stress are both considered to be factors involved in cardiovascular disease; however, the relationship between them has been little explored. In this work, we studied the association between the lipid profile and the activity of antioxidant enzymes such as paraoxonase-1 (PON1), superoxide dismutase 1 (SOD1), ceruloplasmin, and catalase, as well as total antioxidant capacity (the ferric-reducing ability of plasma (FRAP)), in 626 volunteers without cardiovascular disease. Their lipid profile was evaluated, and they were classified as having or not having high triglycerides (↑TG), high low-density cholesterol (↑LDLC), and low high-density cholesterol (↓HDLC), resulting in eight groups: Without dyslipidemia, ↑TG, ↑LDLC, ↓HDLC, ↑TG↑LDLC, ↑TG↓HDLC, ↑LDLC↓HDLC, and ↑TG↑LDLC↓HDLC. When comparisons by group were made, no significant differences in the activity of antioxidant enzymes were obtained. However, the linear regression analysis considering the potential interactions between ↑TG, ↑LDLC, and ↓HDLC suggested a triple interaction between the three lipid profile alterations on the activity of PON1 and a double interaction between ↑TG and ↑LDLC on ferroxidase-ceruloplasmin activity. The analysis presented in this work showed an association between the lipid profile and antioxidant-enzyme activity and highlighted the importance of considering the interactions between the components of a phenomenon instead of studying them individually. Longitudinal studies are needed to elucidate the nature of these associations.