Alzheimer Disease (AD) standard biological diagnosis is based on expensive or invasive procedures. Recent research has focused on some molecular mechanisms involved since early AD stages, such as lipid peroxidation. Therefore, a non-invasive screening approach based on new lipid peroxidation compounds determination would be very useful. Well-defined early AD patients and healthy participants were recruited. Lipid peroxidation compounds were determined in urine using a validated analytical method based on liquid chromatography coupled to tandem mass spectrometry. Statistical studies consisted of the evaluation of two different linear (Elastic Net) and non-linear (Random Forest) regression models to discriminate between groups of participants. The regression models fitted to the data from some lipid peroxidation biomarkers (isoprostanes, neuroprostanes, prostaglandines, dihomo-isoprostanes) in urine as potential predictors of early AD. These prediction models achieved fair validated area under the receiver operating characteristics (AUC-ROCs > 0.68) and their results corroborated each other since they are based on different analytical principles. A satisfactory early screening approach, using two complementary regression models, has been obtained from urine levels of some lipid peroxidation compounds, indicating the individual probability of suffering from early AD.