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Introduction Women are more vulnerable to stress‐related disorders than men, which is counterintuitive as female sex hormones, especially estrogen, have been shown to be protective against stress disorders. Methods In this study, we investigated whether two different models of stress act differently on ovariectomized (OVX) rats and the impact of estrogen on physical or psychological stress‐induced impairments in cognitive‐behaviors. Adult female Wistar rats at 21–22 weeks of age were utilized for this investigation. Sham and OVX rats were subjected to physical and psychological stress for 1 hr/day for 7 days, and cognitive performance was assessed using morris water maze (MWM) and passive avoidance (PA) tests. The open field and elevated plus maze tests (EPM) evaluated exploratory and anxiety‐like behaviors. Results In sham and OVX rats, both physical and psychological stressors were associated with an increase in EPM‐determined anxiety‐like behavior. OVX rats exhibited decreased explorative behavior in comparison with nonstressed sham rats (p < .05). Both physical stress and psychological stress resulted in disrupted spatial cognition as assayed in the MWM (p < .05) and impaired learning and memory as determined by the PA test when the OVX and sham groups were compared with the nonstressed sham group. Estrogen increased explorative behavior, learning and memory (p < .05), and decreased anxiety‐like behavior compared with vehicle in OVX rats exposed to either type of stressor. Conclusions When taken together, estrogen and both stressors had opposite effects on memory, anxiety, and PA performance in a rat model of menopause, which has important implications for potential protective effects of estrogen in postmenopausal women exposed to chronic stress.