Empathy is crucial for normal and effective social functioning, enabling comprehension and prediction of actions in social environments. Despite its importance for maintaining social relationships in human groups, the physiological correlates of empathy are not fully known. The aim of this study was to test whether empathy is related to oxidative stress level, that may result both from internal disturbances and influence of external adverse factors. Seventy-four healthy women (Mage = 26.23, SDage = 2.88) and one hundred and one men (Mage = 28.09, SDage = 3.03) took part in the study. Participants’ empathy was evaluated with self-assessment questionnaire—Empathy Quotient (EQ). Oxidative stress level was measured with serum 8-OH-dG, a product of oxidative DNA damage. The results showed that empathy is negatively related to oxidative stress level in men but not in women, when controlled for testosterone level. Revealed sex differences may be explained by men’s greater vulnerability to various adverse conditions and harmful factors. Men, compared to women, seem to be more susceptible to behavioral changes, induced by increased oxidative stress level. The study adds to growing evidence showing that many physiological mechanisms, other than hormonal factors, that may be also related with environmental harmful factors, are related to behavioral, affective and cognitive phenomena.