The co-existence of overweight or obesity with concurrent deficiency of one or more nutrients is referred to as double burden of malnutrition (DBM), and numerous mental health impairments have been associated with a variety of nutrient deficiencies. Although DBM is relevant for several health outcomes, the ubiquitous involvement of vitamin D across multiple systems and tissues suggests D insufficiency as a viable target for nutritional modification. The present study aimed to evaluate the contribution of DBM and mental health among adult women. Study participants included 300 women, aged 18–59 years, who presented to one of the 25 health centres in Tehran. Participants with a body mass index (BMI) of greater than 25 kg/m2 and a plasma concentration of 25-hydroxy vitamin D [25(OH)D] of >20 ng/ml were considered to have DBM. The 147-item food frequency questionnaire was used to estimate their dietary intake. Mental health status was assessed using the depression, anxiety and stress scales-21 (DASS-21). The mean ± standard deviation age, weight and BMI of the participants were 36⋅49 ± 8⋅38, 80⋅89 ± 12⋅45 kg and 31⋅04 ± 4⋅31 kg/m2, respectively. DBM was significantly associated with stress, after adjusting for potential confounders, including age, energy and marital status in model 1 (OR = 1⋅28, 95 % confidence interval (CI) 1⋅00, 1⋅65, P < 0⋅04) v. the crude model (OR = 1⋅22; 95 % CI 0⋅96, 1⋅55, P = 0⋅09). No significant association was seen among DBM and DASS-21 outcomes. In this cross-sectional study, stress and DBM were significantly associated. While vitamin D insufficiency was associated with mental health and obesity in opposing directions. Elucidation of whether vitamin D supplementation can improve mental health impairments requires further evaluation.