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Job stress is one of the most common health issues in many organizations, particularly among women. Moreover, an increase in job stress with low social support may have an adverse effect on mental well-being. This study investigated the mediating role of social support in the relationship between job stress and mental well-being among working men and women in Europe. A cross sectional data set from the 2015 6th European Working Conditions Survey on 14,603 men and 15,486 women from 35 countries in Europe was analyzed. The study applied Hayes process macro 4 modelling technique to estimate the direct, indirect, and total effects of job stress on mental well-being among working adults. The study further used the Hayes process macro 59 model to estimate the gender difference in the mediating effect. The results showed that job stress had a direct negative effect on mental well-being among workers in Europe (β=−0.2352,p<0.05). However, there were significant gender differences in the relationship (β=−0.3729,p<0.05), with women having higher effect size than men (men: β=−3.9129,p<0.05 vs. women: β=−4.2858,p<0.05). Furthermore, the indirect effect showed that social support mediated the relationship of job stress on mental well-being (β=−0.0181, CI: −0.0212−0.0153). Nevertheless, the mediating effect of social support did not differ among men and women. This study provides evidence that job stress has a negative impact on mental well-being among working adults, and social support mediates this relationship. The results highlight the importance of the role of support from colleagues and supervisors at the work place, which may help reduce job stress, and improve mental well-being. Sociological and occupational health researchers should not ignore the role of gender when studying work environment and jobs in general.