J/psi production in d+Au and p+p collisions at sqrt(s_NN) = 200 GeV has been measured by the PHENIX experiment at rapidities -2.2 < y < +2.4. The cross sections and nuclear dependence of J/\psi production versus rapidity, transverse momentum, and centrality are obtained and compared to lower energy p+A results and to theoretical models. The observed nuclear dependence in d+Au collisions is found to be modest, suggesting that the absorption in the final state is weak and the shadowing of the gluon distributions is small and consistent with Dokshitzer-Gribov-Lipatov-Altarelli-Parisi-based parameterizations that fit deep-inelastic scattering and Drell-Yan data at lower energies.