Inclusion Criteria:

* Women age 21 and older
* Objective evidence of depressive symptoms at the screening and baseline visits
* Diagnosis of type 2 diabetes currently being treated by a healthcare provider
* Blood vitamin D level less than 32 nanograms-per-deciliter (32 ng/dl)

Exclusion Criteria:

* Current alcohol or substance use disorder
* Any unstable or severe psychiatric disease including diagnoses of schizophrenia, bipolar affective disorder, dementia, delirium, or other psychotic disorder
* Severe complications of diabetes, such as blindness and/or amputation
* Any malabsorption disorder, such as Crohn's disease and/or celiac sprue
* Elevated serum calcium level deemed significant by the Principal Investigator
* Use of 1,000 or more international units daily vitamin D 60 days before enrollment and unwillingness to discontinue vitamin D supplementation 30 days before enrollment.
* Use of St. John's Wort and unwillingness to discontinue St. John's Wort three weeks prior to enrollment.
* Participants who are pregnant, nursing, or planning to become pregnant during the study.
* Baseline systolic blood pressure (SBP) greater than 160 millimeters of mercury (mmHG) or diastolic blood pressure (DBP) greater than 100 mmHG.
* Other serious medical conditions (e.g., cancer, multiple sclerosis, etc.) deemed clinically significant by the Principal Investigator