There is evidence for the role of oxidative stress in severe dengue pathogenesis. However, previous observational studies presents certain methodological limitations, which may affect its internal and external validity. This study was a case-control analysis of patients with severe dengue and dengue with warning signs, to evaluate the serum protein carbonyls-PCOs and lipid hydroperoxides-LOOHs levels and activities of superoxide dismutases-SODs (MnSOD, Cu/ZnSOD and total SOD), as potential prognosis indicators of severity in dengue patients, using binary logistic regression analysis and strategy of double cross-validation. Therefore, the study population was subdivided into a derivation group (pediatric patients, Barranquilla-Colombia) and an external validation group (children and adults patients, National Institute of Health of Peru). PCOs was the only oxidative stress markers that showed a strongest association with the severity of dengue, both in children and adults. In the derivation group, the optimal cut-off point was estimated at 5.29 nmol/mg of protein, and in the external validation group, it was 5.77 nmol/mg of protein. The prognostic models based on these two diagnostic thresholds showed a high discriminatory capacity of dengue severity, external reproducibility, geographic transportability, and typical characteristics of diagnostic validity and safety of screening tests.