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Wheat is critical for food security, and is challenged by biotic stresses, chiefly aphids and the viruses they transmit. The objective of this study was to determine whether aphids feeding on wheat could trigger a defensive plant reaction to oxidative stress that involved plant oxylipins. Plants were grown in chambers with a factorial combination of two nitrogen rates (100% N vs. 20% N in Hoagland solution), and two concentrations of CO2 (400 vs. 700 ppm). The seedlings were challenged with Rhopalosiphum padi or Sitobion avenae for 8 h. Wheat leaves produced phytoprostanes (PhytoPs) of the F1 series, and three types of phytofurans (PhytoFs): ent-16(RS)-13-epi-ST-Δ14-9-PhytoF, ent-16(RS)-9-epi-ST-Δ14-10-PhytoF and ent-9(RS)-12-epi-ST-Δ10-13-PhytoF. The oxylipin levels varied with aphids, but not with other experimental sources of variation. Both Rhopalosiphum padi and Sitobion avenae reduced the concentrations of ent-16(RS)-13-epi-ST-Δ14-9-PhytoF and ent-16(RS)-9-epi-ST-Δ14-10-PhytoF in relation to controls, but had little or no effect on PhytoPs. Our results are consistent with aphids affecting the levels of PUFAs (oxylipin precursors), which decreased the levels of PhytoFs in wheat leaves. Therefore, PhytoFs could be postulated as an early indicator of aphid hosting for this plant species. This is the first report on the quantification of non-enzymatic PhytoFs and PhytoPs in wheat leaves in response to aphids.