Depression is one of the most frequent neuropsychiatric diseases in the western world and its physiological causes are not yet fully understood. Since the available antidepressants failed to provide a complete illness remission, the diversification of the therapy in the management of depression could be a useful contribution. The present study aimed to investigate the cholecalciferol capability to revert depressive-like behavior induced by chronic corticosterone (CORT) treatment in mice and its implication on the oxidative stress modulation. Sixty minutes after having orally received different doses of cholecalciferol, adult male mice were evaluated in the forced swimming and tail suspension tests, whereas in the seven-day treatment they were only tested in tail suspension. Additionally, for 21 days, the animals received CORT (20 mg/kg, p.o.) and cholecalciferol or fluoxetine, once a day for the last 7-days of the CORT treatment. Moreover, the markers of oxidative stress, lipid peroxidation, protein carbonyl and nitrite levels were assessed in the plasma and brain's mice after the splash and tail suspension tests. It was observed that corticosterone treatment resulted in depressive-like behavior with established oxidative stress in mice, while cholecalciferol ameliorated both, behavioral (immobility time and grooming latency) and biochemical (protein carbonyl and nitrite levels) changes induced by CORT model, suggesting that cholecalciferol has antidepressant-like effect with the involvement of the oxidative stress modulation.