Previous studies demonstrated an important role of oxidative stress in the pathogenesis of cardiovascular disease (CVD) in diabetic patients due to hyperglycemia. CVD remains the leading cause of premature death in the western world. Therefore, diabetes mellitus-associated oxidative stress and subsequent inflammation should be recognized at the earliest possible stage to start with the appropriate treatment before the onset of the cardiovascular sequelae such as arterial hypertension or coronary artery disease (CAD). The pathophysiology comprises increased reactive oxygen and nitrogen species (RONS) production by enzymatic and non-enzymatic sources, e.g., mitochondria, an uncoupled nitric oxide synthase, xanthine oxidase, and the nicotinamide adenine dinucleotide phosphate (NADPH) oxidase (NOX). Considering that RONS originate from different cellular mechanisms in separate cellular compartments, adequate, sensitive, and compartment-specific methods for their quantification are crucial for early detection. In this review, we provide an overview of these methods with important information for early, appropriate, and effective treatment of these patients and their cardiovascular sequelae.