Objectives This longitudinal study aimed to investigate the causal relationships between social support at work and mental health in terms of mental distress. Despite assuming social support at work to be associated with less mental distress, reversed and reciprocal relationships were investigated as well. Methods Self‐reports in questionnaires of social support and mental distress were collected longitudinally, with annual measurements over three consecutive years, among 301 office workers (57% women) in Sweden. Cross‐lagged structural equation modeling was used to test the hypotheses. Results The reciprocal causation model was considered the best‐fitting model. The results suggest that social support and mental distress influenced each other negatively, but with a delayed effect. Specifically, this involves Time 1 levels of social support being negatively associated with Time 2 levels of mental distress, while Time 2 levels of mental distress were negatively associated with Time 3 levels of support. Conclusions The findings partly align with the hypothesis that social support is related to lower levels of mental distress but also suggest that mental distress can reduce levels of social support. While the findings also suggest a mutual interrelation between social support and mental distress, this is not a consistent reciprocal causation. Rather, and due to the variation in reciprocity between time points, it appears to be a cyclical process, which needs further investigation.