It has been suggested that involvement in massively multiplayer online role-playing games (MMORPGs) provides users with a sense of support and community. In the present study, we examined the possible buffering effects of MMORPGs on depression. First, we examined whether higher involvement in MMORPGs was associated with higher levels of perceived social support. Second, we examined whether, consistent with past research, higher levels of perceived social support were associated with lower levels of nonclinical depression. Using structural equation modeling, we found that involvement in MMORPGs was not associated with perceived social support. However, we further confirmed that a lack of perceived social support is associated with higher levels of depression. Implications for MMORPGs and its players are discussed.