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Simple Summary Birth asphyxia (defined as the failure to establish breathing at birth) causes 800,000 newborn deaths worldwide every year and remains a leading cause of lifelong disability in children under five. Reliable diagnostic markers and advanced therapeutic approaches are still lacking. The aim of this study was to explore selected long non-coding RNAs (lncRNAs) and their protein-coding target genes using a piglet model of perinatal asphyxia. A total of 42 newborn piglets were randomized into 4 study groups. Expression of the lncRNAs (BDNF-AS, H19, MALAT1, ANRIL, TUG1, and PANDA) and their related protein-coding genes (VEGFA, BDNF, TP53, HIF1α, and TNFα) were quantified in the cortex, the hippocampus, the white matter, and the cerebellum. Our results indicate significant changes in lncRNA expression, mainly in the cortex and hippocampus. Furthermore, a brief exposure to 100% oxygen for 3 min is sufficient to induce alterations. Our observations suggest that lncRNAs are part of the molecular response to hypoxia-induced damage during perinatal asphyxia. A better understanding of the regulatory properties of lncRNAs may provide novel targets and intervention strategies for perinatal asphyxia in the future. Abstract Birth asphyxia is the leading cause of death and disability in young children worldwide. Long non-coding RNAs (lncRNAs) may provide novel targets and intervention strategies due to their regulatory potential, as demonstrated in various diseases and conditions. We investigated cardinal lncRNAs involved in oxidative stress, hypoxia, apoptosis, and DNA damage using a piglet model of perinatal asphyxia. A total of 42 newborn piglets were randomized into 4 study arms: (1) hypoxia–normoxic reoxygenation, (2) hypoxia–3 min of hyperoxic reoxygenation, (3) hypoxia–30 min of hyperoxic reoxygenation, and (4) sham-operated controls. The expression of lncRNAs BDNF-AS, H19, MALAT1, ANRIL, TUG1, and PANDA, together with the related target genes VEGFA, BDNF, TP53, HIF1α, and TNFα, was assessed in the cortex, the hippocampus, the white matter, and the cerebellum using qPCR and Droplet Digital PCR. Exposure to hypoxia–reoxygenation significantly altered the transcription levels of BDNF-AS, H19, MALAT1, and ANRIL. BDNF-AS levels were significantly enhanced after both hypoxia and subsequent hyperoxic reoxygenation, 8% and 100% O2, respectively. Our observations suggest an emerging role for lncRNAs as part of the molecular response to hypoxia-induced damages during perinatal asphyxia. A better understanding of the regulatory properties of BDNF-AS and other lncRNAs may reveal novel targets and intervention strategies in the future.