Alcohol consumption during pregnancy damages the central nervous system of developing fetus and results in persistent physical and neurobehavioral abnormalities, including learning and memory disorders. The hippocampus which is involved in learning and memory is highly susceptible to the ethanol neurotoxic effects. Oxidative stress is one of the mechanisms in alcohol-induced disorders. Ethanol also interferes with the brain-derived neurotrophic factors (BDNF) expression. Using vitamin E as a potent antioxidant, we studied the possible interrelation between oxidative stress and BDNF on cognition. Ethanol (4 g/kg) and vitamin E (100, 200 and 400 mg/kg) were given to pregnant Wistar rats on first day of gestation (GD) until weaning (28 days). Oxidative stress marker, BDNF expression and cyclic AMP-response binding- protein (CREB) expression levels were measured on postnatal days (PND) 28. Object location memory (OLM) was evaluated on PND 34. Our results demonstrated that ethanol exposure significantly reduced glutathione peroxidase (GPx) activity, reduced glutathione (GSH), reduced/oxidized glutathione (GSH/GSSG) ratio and increased superoxide dismutase (SOD) activity, malondialdehyde (MDA) levels and carbonyl protein content in the hippocampus. Total BDNF, BDNF mRNA and CREB expression significantly reduced in the hippocampus by ethanol exposure. Also, ethanol significantly reduced the discrimination index (DI) in the OLM test. In addition, vitamin E administration could reduce oxidative stress, increased significantly BDNF and CREB levels and improved cognitive dysfunction induced by ethanol exposure. Collectively, results suggest that probably oxidative stress can interrelate with the BDNF system for modulating cognitive function in the ethanol exposed rat.