<?xml version="1.0" encoding="UTF-8"?>

<!--XBRL Document Created with the Workiva Platform-->
<!--Copyright 2026 Workiva-->
<!--r:01a010ab-fba5-7dec-95bf-0c29227a860c,g:a259c283-67a0-4f78-84f2-5abe4e47b796-->
<link:linkbase xmlns:link="http://www.xbrl.org/2003/linkbase" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xbrldt="http://xbrl.org/2005/xbrldt" xsi:schemaLocation="http://www.xbrl.org/2003/linkbase http://www.xbrl.org/2003/xbrl-linkbase-2003-12-31.xsd">
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/all" xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#all"/>
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#hypercube-dimension"/>
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#dimension-default"/>
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#dimension-domain"/>
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/domain-member" xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#domain-member"/>
  <link:roleRef roleURI="http://xbrl.sec.gov/cef/role/SecurityOnly" xlink:type="simple" xlink:href="https://xbrl.sec.gov/cef/2025/cef-2025.xsd#SecurityOnly"/>
  <link:definitionLink xlink:role="http://xbrl.sec.gov/cef/role/SecurityOnly" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentNameDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2025/elts/us-gaap-2025.xsd#us-gaap_DebtInstrumentNameDomain"/>
    <link:loc xlink:type="locator" xlink:label="loc_psec_ProspectCapitalInterNotesDue2029Member_01a010ab-fba5-77b7-81fe-a920c77482f1" xlink:href="psec-20260817.xsd#psec_ProspectCapitalInterNotesDue2029Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain" xlink:to="loc_psec_ProspectCapitalInterNotesDue2029Member_01a010ab-fba5-77b7-81fe-a920c77482f1" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_psec_ProspectCapitalInterNotesDue2031Member_01a010ab-fba5-772c-bc89-c6e6bf3df36a" xlink:href="psec-20260817.xsd#psec_ProspectCapitalInterNotesDue2031Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain" xlink:to="loc_psec_ProspectCapitalInterNotesDue2031Member_01a010ab-fba5-772c-bc89-c6e6bf3df36a" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_psec_ProspectCapitalInterNotesDue2033Member_01a010ab-fba5-7ab9-8da6-d24ee83ebb28" xlink:href="psec-20260817.xsd#psec_ProspectCapitalInterNotesDue2033Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain" xlink:to="loc_psec_ProspectCapitalInterNotesDue2033Member_01a010ab-fba5-7ab9-8da6-d24ee83ebb28" xlink:type="arc" order="3"/>
  </link:definitionLink>
</link:linkbase>
