Oxidative stress resulting from an increased amount of reactive oxygen species and an imbalance between oxidants and antioxidants plays an important role in the pathogenesis of asthma. The present study tested the hypothesis that genetic susceptibility to allergic and nonallergic variants of asthma is determined by complex interactions between genes encoding antioxidant defense enzymes (ADE). We carried out a comprehensive analysis of the associations between adult asthma and 46 single nucleotide polymorphisms of 34 ADE genes and 12 other candidate genes of asthma in Russian population using set association analysis and multifactor dimensionality reduction approaches. We found for the first time epistatic interactions between ADE genes underlying asthma susceptibility and the genetic heterogeneity between allergic and nonallergic variants of the disease. We identified GSR (glutathione reductase) and PON2 (paraoxonase 2) as novel candidate genes for asthma susceptibility. We observed gender-specific effects of ADE genes on the risk of asthma. The results of the study demonstrate complexity and diversity of interactions between genes involved in oxidative stress underlying susceptibility to allergic and nonallergic asthma.