Psoriasis, one of the most frequent immune-mediated skin diseases, is manifested by numerous psoriatic lessons on the skin caused by excessive proliferation and keratinization of epidermal cells. These disorders of keratinocyte metabolism are caused by a pathological interaction with the cells of the immune system, including lymphocytes, which in psoriasis are also responsible for systemic inflammation. This is accompanied by oxidative stress, which promotes the formation of lipid peroxidation products, including reactive aldehydes and isoprostanes, which are additional pro-inflammatory signaling molecules. Therefore, the presented review is focused on highlighting changes that occur during psoriasis development at the level of lipid peroxidation products, including 4-hydroxynonenal, 4-oxononenal, malondialdehyde, and acrolein, and their influence on protein structures. Furthermore, we will examine inducing agents of cellular functioning, as well as intercellular signaling. These lipid peroxidation products can form adducts with a variety of proteins with different functions in the body, including proteins within skin cells and cells of the immune system. This is especially true in autoimmune diseases such as psoriasis. For example, these changes concern proteins involved in maintaining redox homeostasis or pro-inflammatory signaling. Therefore, the formation of such adducts should attract attention, especially during the design of preventive cosmetics or anti-psoriasis therapies.