The effect of coffee and cocoa on oxidative damage to macromolecules has been investigated in several studies, often with controversial results. This study aimed to investigate the effect of one-month consumption of different doses of coffee or cocoa-based products containing coffee on markers of DNA damage and lipid peroxidation in young healthy volunteers. Twenty-one volunteers were randomly assigned into a three-arm, crossover, randomized trial. Subjects were assigned to consume one of the three following treatments: one cup of espresso coffee/day (1C), three cups of espresso coffee/day (3C), and one cup of espresso coffee plus two cocoa-based products containing coffee (PC) twice per day for 1 month. At the end of each treatment, blood samples were collected for the analysis of endogenous and H2O2-induced DNA damage and DNA oxidation catabolites, while urines were used for the analysis of oxylipins. On the whole, four DNA catabolites (cyclic guanosine monophosphate (cGMP), 8-OH-2′-deoxy-guanosine, 8-OH-guanine, and 8-NO2-cGMP) were detected in plasma samples following the one-month intervention. No significant modulation of DNA and lipid damage markers was documented among groups, apart from an effect of time for DNA strand breaks and some markers of lipid peroxidation. In conclusion, the consumption of coffee and cocoa-based confectionery containing coffee was apparently not able to affect oxidative stress markers. More studies are encouraged to better explain the findings obtained and to understand the impact of different dosages of these products on specific target groups.