Background Patients on peritoneal dialysis (PD) frequently exhibit oxidant–antioxidant imbalance, advanced glycation end-product overload, and subclinical inflammation but the interrelations between these pathophysiological changes have not been fully elucidated. Subjects and Methods To study possible associations, a cross-sectional study of antioxidant status, glycoxidative stress, and inflammation, using HPLC and ELISA methods, was undertaken in 37 PD patients and age- and sex-matched healthy controls. Results Plasma ascorbate concentrations were low in patients not taking at least low-dose vitamin C supplements. In patients taking vitamin C supplements, there was a positive relation between ascorbate and pentosidine concentrations. Vitamin E and carotenoid concentrations were comparable between patients and controls, while lycopene and lutein/zeaxanthin concentrations were lower. Interleukin-6, C-reactive protein (CRP), and pentosidine concentrations were elevated in PD patients. β–Cryptoxanthin, lycopene, and lutein/zeaxanthin concentrations were inversely related to interleukin-6 concentrations. β–Cryptoxanthin concentrations were also inversely related to CRP concentrations. Pentosidine showed a low dialysate-to-plasma ratio, indicating low peritoneal clearance. Pentosidine concentrations increased with duration of PD therapy, while α– and β–carotene concentrations decreased. Malondialdehyde concentrations were elevated compared to controls but remained within the normal range. Retinol concentrations decreased with PD therapy and were inversely related to interleukin-6 and CRP concentrations. Conclusions Low-dose vitamin C supplements and a carotenoid-rich diet should be recommended for PD patients to maintain normal antioxidant status and efficiently counteract the chronic inflammatory response, rather than high doses of vitamin C, which could play a role as a precursor of pentosidine.