SummaryMany nervous system pathologies are associated with increased levels of apolipoprotein D (ApoD), a lipocalin also expressed during normal development and aging. An ApoD homologous gene in Drosophila, Glial Lazarillo, regulates resistance to stress, and neurodegeneration in the aging brain. Here we study for the first time the protective potential of ApoD in a vertebrate model organism. Loss of mouse ApoD function increases the sensitivity to oxidative stress and the levels of brain lipid peroxidation, and impairs locomotor and learning abilities. Human ApoD overexpression in the mouse brain produces opposite effects, increasing survival and preventing the raise of brain lipid peroxides after oxidant treatment. These observations, together with its transcriptional up‐regulation in the brain upon oxidative insult, identify ApoD as an acute response protein with a protective and therefore beneficial function mediated by the control of peroxidated lipids.