Several independent meta-analytic reviews suggest a relationship between vitamin D (VTD) deficiency and depressive symptoms. Theoretically, behavioural withdrawal (staying home, discontinuing outdoor activities etc.) is likely to exacerbate VTD deficiency. This pilot study assessed the efficacy of a modified form of behavioral therapy designed to simultaneously target VTD deficiency and depressive symptoms. College women ( N  = 114), all citizens of the United Arab Emirates, were screened for depressive symptoms and VTD deficiency. Those participants who were severely VTD deficient and experiencing clinically significant depressive symptoms, were randomly allocated to either a 12-week program of behavioral activation, emphasizing safe-sun exposure ( N  = 10), or a waiting list control group ( N  = 10). At time 2 the sun exposure and behavioral activation (SEBA) group showed a significant increases in 25-hydroxyvitamin D and were, on average, no longer VTD deficient, whereas the control group deteriorated in terms of VTD. Similarly positive results were observed for depressive symptoms. Sun exposure and behavioral activation (SEBA) may be an effective approach to improving VTD status and alleviating depressive symptoms.