Vitamin D deficiency is a worldwide health concern, especially in the elderly population. Much remains unknown about the relationship between vitamin D deficiency (VDD), stress‐induced cognitive dysfunctions and depressive‐like behaviour. In this study, 4‐month‐old male C57Bl/6J mice were fed with control or vitamin D free diet for 6 months, followed by unpredictable chronic stress (UCMS) for 8 weeks. VDD induced cognitive impairment and reduced grooming behaviour, but did not induce depressive‐like behaviour. While UCMS in vitamin D sufficient mice induced expected depressive‐like phenotype and impairments in the contextual fear memory, chronic stress did not manifest as an additional risk factor for memory impairments and depressive‐like behaviour in VDD mice. In fact, UCMS restored self‐care behaviour in VDD mice. At the histopathological level, VDD mice exhibited cell loss in the granule cell layer, reduced survival of newly generated cells, accompanied with an increased number of apoptotic cells and alterations in glial morphology in the hippocampus; however, these effects were not exacerbated by UCMS. Interestingly, UCMS reversed VDD induced loss of microglial cells. Moreover, tyrosine hydroxylase levels decreased in the striatum of VDD mice, but not in stressed VDD mice. These findings indicate that long‐term VDD in adulthood impairs cognition but does not augment behavioural response to UCMS in middle‐aged mice. While VDD caused cell loss and altered glial response in the DG of the hippocampus, these effects were not exacerbated by UCMS and could contribute to mechanisms regulating altered stress response.