Many different diseases are associated with oxidative stress. One of the main consequences of oxidative stress at the cellular level is lipid peroxidation, from which toxic aldehydes may be generated. Below their toxicity thresholds, some aldehydes are involved in signaling processes, while others are intermediaries in the metabolism of lipids, amino acids, neurotransmitters, and carbohydrates. Some aldehydes ubiquitously distributed in the environment, such as acrolein or formaldehyde, are extremely toxic to the cell. On the other hand, aldehyde dehydrogenases (ALDHs) are able to detoxify a wide variety of aldehydes to their corresponding carboxylic acids, thus helping to protect from oxidative stress. ALDHs are located in different subcellular compartments such as cytosol, mitochondria, nucleus, and endoplasmic reticulum. The aim of this review is to analyze, and highlight, the role of different ALDH isoforms in the detoxification of aldehydes generated in processes that involve high levels of oxidative stress. The ALDH physiological relevance becomes evident by the observation that their expression and activity are enhanced in different pathologies that involve oxidative stress such as neurodegenerative disorders, cardiopathies, atherosclerosis, and cancer as well as inflammatory processes. Furthermore, ALDH mutations bring about several disorders in the cell. Thus, understanding the mechanisms by which these enzymes participate in diverse cellular processes may lead to better contend with the damage caused by toxic aldehydes in different pathologies by designing modulators and/or protocols to modify their activity or expression.