Objective: Lipid peroxidation constitutes a molecular mechanism involved in early Alzheimer Disease (AD) stages, and artificial neural network (ANN) analysis is a promising non-linear regression model, characterized by its high flexibility and utility in clinical diagnosis. ANN simulates neuron learning procedures and it could provide good diagnostic performances in this complex and heterogeneous disease compared with linear regression analysis. Design and Methods: In our study, a new set of lipid peroxidation compounds were determined in urine and plasma samples from patients diagnosed with early Alzheimer Disease (n = 70) and healthy controls (n = 26) by means of ultra-performance liquid chromatography coupled with tandem mass-spectrometry. Then, a model based on ANN was developed to classify groups of participants. Results: The diagnostic performances obtained using an ANN model for each biological matrix were compared with the corresponding linear regression model based on partial least squares (PLS), and with the non-linear (radial and polynomial) support vector machine (SVM) models. Better accuracy, in terms of receiver operating characteristic-area under curve (ROC-AUC), was obtained for the ANN models (ROC-AUC 0.882 in plasma and 0.839 in urine) than for PLS and SVM models. Conclusion: Lipid peroxidation and ANN constitute a useful approach to establish a reliable diagnosis when the prognosis is complex, multidimensional and non-linear.