Simple Summary Many viruses, including human immunodeficiency virus 1, influenza virus, or Rift Valley fever virus, cause cell damage by generating reactive oxygen species and altering redox homeostasis. However, cells have developed various antioxidant mechanisms. We assumed that small ruminant lentivirus (SRLV), which has been found to infect sheep and goats worldwide can also disrupt the homeostasis of animals. SRLV target organs are the joints, lungs, brain, and the udder. To our knowledge, no information exists on the influence of SRLV infection on the oxidative processes occurring in goats. Understanding the influence of viral infection on oxidative stress may help develop novel antiviral treatments. Our study aimed to examine the effects of SRLV infection on oxidative stress biomarkers in the serum of dairy goats during lactation. No differences in any studied parameter at any stage of lactation were found between infected and uninfected goats. On the other hand, significant differences in almost all investigated parameters were found between stages of lactation, regardless of the infection status of goats. In conclusion, asymptomatic SRLV-infected goats do not reveal any apparent dysfunctions in serum oxidative stress biomarkers compared to their uninfected counterparts. The only changes in oxidative stress biomarkers observed during lactation appear to reflect the metabolic effort associated with milk production and developing pregnancy. The present study examines the effects of natural infection by small ruminant lentivirus (SRLV) in the two most common goat breeds in Poland, i.e., Polish white improved and polish fawn improved. It focuses on biomarkers of oxidative stress, oxidatively modified proteins and antioxidant defenses, ceruloplasmin level as an acute phase protein, and the activities of antioxidant enzymes in the goat serum. It was conducted on 24 goats divided into two equal groups: one SRLV-seropositive (SRLV-SP) and another SRLV-seronegative (SRLV-SN). Both groups were identical in terms of breed and parity. Despite infection, the SRLV-SP goats demonstrated no symptoms of caprine arthritis-encephalitis. In addition, the SRLV-SP goats did not reveal pronounced dysfunctions in oxidative stress biomarkers in the serum compared to the SRLV-SN animals. However, both groups demonstrated elevated levels of the aldehydic and ketonic derivatives of oxidatively modified proteins during the lactation period. In addition, both groups retained a high total antioxidant capacity in serum despite the decrease of enzyme antioxidant defenses throughout the 200-day lactation period.