Oxidative stress plays a crucial role in Alzheimer’s disease (AD) from its prodromal stage of mild cognitive impairment. There is an interplay between oxidative stress and the amyloid β (Aβ) cascade via various mechanisms including mitochondrial dysfunction, lipid peroxidation, protein oxidation, glycoxidation, deoxyribonucleotide acid damage, altered antioxidant defense, impaired amyloid clearance, inflammation and chronic cerebral hypoperfusion. Based on findings that indicate that oxidative stress plays a major role in AD, oxidative stress has been considered as a therapeutic target of AD. In spite of favorable preclinical study outcomes, previous antioxidative components, including a single antioxidative supplement such as vitamin C, vitamin E or their mixtures, did not clearly show any therapeutic effect on cognitive decline in AD. However, novel antioxidative supplements can be beneficial for AD patients. In this review, we summarize the interplay between oxidative stress and the Aβ cascade, and introduce novel antioxidative supplements expected to prevent cognitive decline in AD.