Background Many studies in dairy cows are towards calcium homeostasis and there is a lack of knowledge about the effect of vitamin D in preventing insulin resistance and improving energy balance in the transition period of dairy cows. Methods The trial was conducted in a commercial dairy farm with about 1500 lactating cows in Tehran province, Iran. Twenty‐four Holstein cows had been randomly selected and divided into control and treatment groups. In the treatment group, 12 cows, received a single dose of 8,000,000 IU vitamin D3 intramuscularly and in the control group, 12 cows were injected placebo (distilled water) 2–8 days before the expected calving time. Blood samples were collected between 8 and 10 AM 2 h after feeding on 21 and 7 days before calving and 1,3,7,15 and 30 days after calving. 25(OH)vitamin D, insulin‐like growth factor 1 (IGF‐1), insulin, nonesterified fatty acid (NEFA), β‐hydroxybutyric acid (BHBA), albumin, total protein, glucose, urea, triglyceride, cholesterol and aspartate amino transferase (AST) were measured by commercially available kits. The insulin resistance index was calculated. Results Vitamin D3 injection significantly affected the amounts of 25(OH) vitamin D, urea, insulin and insulin resistance index (p ≤ 0.05). On the other hand, the amounts of glucose, NEFA, BHBA concentration and AST activity were higher in control group (p ≤ 0.05). Time had a significant effect on the amounts of most measured variables except IGF‐1 and insulin. There were no group and time interactions for measured variables. Conclusion It seems that injection of vitamin D3 in close up period influenced lipolysis potentially modifying energy metabolism and resulted in reducing insulin resistance.