Oxidative stress can contribute to the development of diseases, and may originate from exposures to toxicants commonly found in air pollution and cigarette smoke such as polycyclic aromatic hydrocarbons (PAHs) and volatile organic compounds (VOCs). Yet, associations between these exposures and oxidative stress biomarkers are poorly characterized. We report here novel associations between 14 exposure biomarkers of PAHs and VOCs, and two oxidative stress biomarkers; 8-oxo-7,8-dihydro-2′-deoxyguanosine (8-oxodG) and 8-isoprostaglandin F2α (8-isoprostane) in urine obtained from smokers participating in an ongoing clinical study (ESTxENDS, NCT03589989). We also assessed associations between six biomarkers of tobacco smoke exposure (metabolites of nicotine and tobacco-specific nitrosamines (TSNAs)) and both oxidative stress biomarkers. We then quantified the relative importance of each family of the 20 exposure biomarkers on oxidative stress. Participating smokers (153 men and 117 women, median age 44 years) had on average smoked 25 [2–62] years and smoked about 17 [5–40] cigarettes per day at the time of the study. Multiple linear regression results showed an association between 8-oxodG concentrations and the following metabolites in decreasing relative importance: PAHs (beta coefficient β = 0.105, p-value <0.001, partial R² = 0.15) > VOCs (β = 0.028, p < 0.001, partial R² = 0.09) > nicotine (β = 0.226, p < 0.001, partial R² = 0.08); and between 8-isoprostane concentrations and metabolites of PAHs (β = 0.117, p < 0.001, partial R² = 0.14) > VOCs (β = 0.040, p < 0.001, partial R² = 0.14) > TSNAs (β = 0.202, p = 0.003, partial R² = 0.09) > nicotine (β = 0.266, p < 0.001, partial R² = 0.08). Behavioral factors known to contribute to oxidative stress, including sleep quality, physical activity, and alcohol consumption, did not play a significant role. Exposures to PAHs and VOCs among smokers were significantly associated with oxidative stress.