Social comparison is a common phenomenon in human living. By investigated 701 university students, the study analyzed the interaction among social comparison, depression, interpersonal self-support, and gender. The results showed: the depressive symptom level was positively correlated with the ability dimension of social comparison, and negatively correlated with the interpersonal self-support. Furthermore, the multilevel moderated analysis indicated that interpersonal self-support moderated the relationship between ability dimension of social comparison and depressive symptom significantly, and there was a remarkable gender difference. Compared to male university students with high score of interpersonal self-support, for the male university students with low score of interpersonal self-support, their social comparison was positively influence their depressive symptom remarkably, but there was no the same effect in female university students. The study suggested that we should focus on the male university students with low personal self-support, help them to resolve their negative emotion caused by social comparison ly, in order to make them free from being caught in depressive “morass”.