The purpose of the study was to explore the direct effects of vocational students’ study stress and social support on physical and mental health as well as to evaluate the moderating role of social support between study stress and physical and mental health. Data was collected from 232 vocational Data Processing Department students in Taiwan and was analyzed using hierarchical regression. The results show that vocational students’ study stress had a negative effect on physical and mental health, and parental support had positive influences on physical and mental health. In addition to the direct effect, partial support for teachers’ support can reduce the negative impact of academic stress on physical health. Partial support for classmate support can reduce the negative impact of academic stress on mental and physical health. Through these empirical findings, practical implications and suggestions for further research were discussed.