During the COVID-19 pandemic, governments worldwide set social distancing restrictions to protect people from being infected. However, these restrictions pose a great threat to individuals’ well-being due to challenges such as financial insecurity and limited social interactions. The current study investigated the protective roles of social support and social connectedness on well-being in different cultural contexts during the outbreak of the COVID-19. Specifically, we examined the hypothesized model: the relationship between social support and well-being is mediated by the change of social connectedness; we tested whether connected feelings toward different social ties (family, friends, colleagues, and neighbors) differed in the path between social support and the change of connectedness. We also tested whether countries’ Individualism-Collectivism scores influenced the model. We used data from a survey study conducted between Apr 17th and May 20th 2020, with 16,536 individuals from 49 countries, to answer the research question. Participants reported their received social support in the past week, the change of connected feelings toward family, friends, colleagues, and neighbors during the pandemic outbreak compared to before, and subjective well-being. Using multilevel structural equation modeling, we found that a) received social support positively related to well-being, b) increased social connectedness from family, friends, colleagues, and neighbors was positively associated with well-being, c) increased social connectedness from all social ties mediated the relationship between received social support and well-being, with the effects from family and friends larger than from colleagues and neighbors. We did not find countries’ Individualism-Collectivism score related to the change of social connectedness. Theoretical and political implications are discussed.