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

<!--XBRL Document Created with the Workiva Platform-->
<!--Copyright 2026 Workiva-->
<!--r:019fd7d0-27bf-7402-9c1e-37c7fd280b5a,g:c5886dfc-4e3a-4b18-955d-2d80210fcb24-->
<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://www.whitemountains.com/role/DocumentandEntityInformation" xlink:type="simple" xlink:href="wtm-20261105.xsd#DocumentandEntityInformation"/>
  <link:definitionLink xlink:role="http://www.whitemountains.com/role/DocumentandEntityInformation" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentInformationLineItems_019fd7d0-27bf-7c19-9f33-f491fdc7987a" xlink:href="https://xbrl.sec.gov/dei/2025/dei-2025.xsd#dei_DocumentInformationLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentInformationTable_019fd7d0-27bf-7681-816d-14d5c9e95406" xlink:href="https://xbrl.sec.gov/dei/2025/dei-2025.xsd#dei_DocumentInformationTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_dei_DocumentInformationLineItems_019fd7d0-27bf-7c19-9f33-f491fdc7987a" xlink:to="loc_dei_DocumentInformationTable_019fd7d0-27bf-7681-816d-14d5c9e95406" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityListingsExchangeAxis_019fd7d0-27bf-7aeb-b9c0-99ddf3c4f34f" xlink:href="https://xbrl.sec.gov/dei/2025/dei-2025.xsd#dei_EntityListingsExchangeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_dei_DocumentInformationTable_019fd7d0-27bf-7681-816d-14d5c9e95406" xlink:to="loc_dei_EntityListingsExchangeAxis_019fd7d0-27bf-7aeb-b9c0-99ddf3c4f34f" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_ExchangeDomain_019fd7d0-27bf-7aeb-b9c0-99ddf3c4f34f_default" xlink:href="https://xbrl.sec.gov/dei/2025/dei-2025.xsd#dei_ExchangeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_dei_EntityListingsExchangeAxis_019fd7d0-27bf-7aeb-b9c0-99ddf3c4f34f" xlink:to="loc_dei_ExchangeDomain_019fd7d0-27bf-7aeb-b9c0-99ddf3c4f34f_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_ExchangeDomain_019fd7d0-27bf-7e99-bfa6-de42b7e21105" xlink:href="https://xbrl.sec.gov/dei/2025/dei-2025.xsd#dei_ExchangeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_dei_EntityListingsExchangeAxis_019fd7d0-27bf-7aeb-b9c0-99ddf3c4f34f" xlink:to="loc_dei_ExchangeDomain_019fd7d0-27bf-7e99-bfa6-de42b7e21105" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_wtm_BermudaStockExchangeMember_019fd7d0-27bf-76a1-93f7-346c67f5af39" xlink:href="wtm-20261105.xsd#wtm_BermudaStockExchangeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_ExchangeDomain_019fd7d0-27bf-7e99-bfa6-de42b7e21105" xlink:to="loc_wtm_BermudaStockExchangeMember_019fd7d0-27bf-76a1-93f7-346c67f5af39" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_TradingSymbol_019fd7d0-27bf-7783-8aa0-a2b3f943eb97" xlink:href="https://xbrl.sec.gov/dei/2025/dei-2025.xsd#dei_TradingSymbol"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_019fd7d0-27bf-7c19-9f33-f491fdc7987a" xlink:to="loc_dei_TradingSymbol_019fd7d0-27bf-7783-8aa0-a2b3f943eb97" xlink:type="arc" order="0"/>
  </link:definitionLink>
</link:linkbase>
