Choline alphoscerate (α-GPC) is a choline-based compound and acetylcholine precursor commonly found in the brain; it has been known to be effective in treating neuronal injury and increasing the levels of acetylcholine (Ach) and brain-derived neurotrophic factor (BDNF) which in turn enhances memory and cognitive function. This study was designed to establish rat models of dual stress using noise and restraint in order to investigate the effect of α-GPC on cognitive function and neuronal differentiation after dual stress. The rats were randomly divided into four groups as follows: a control group (CG), a control with α-GPC group (CDG), a noise-restraint stress group (NRSG), and a noise-restraint stress with α-GPC group (NRSDG). Experimental groups were exposed to a 110 dB sound pressure level (SPL) white band noise and restraint at the same time for 3 h/day for 7 days. Alpha-GPC (400 mg/kg) was administered orally after stress exposure for 7 days. NRSG showed decreased memory function, increased stress hormone, hearing loss, and neuronal damage of the brain. In the hippocampus of NRSG, significantly increased expression of IL-1β and decreased expression of both choline acetyltransferase (ChAT) and BDNF were observed. On the contrary, NRSDG showed better memory function compared to NRSG, which indicates the neuroprotective effect of α-GPC. In addition, NRSDG showed decreased immune response and increased ChAT and BDNF expression as well as neuroblast expression in the hippocampus, which suggests that α-GPC enhances BDNF expression and protects the activity of immature cells in the hippocampus. To the best of our knowledge, this is the first study to show the protective effect of α-GPC on cognitive dysfunction by promotion of neuronal differentiation in an animal model of stress.