Objective: To examine associations of depressive feelings with disease-related variables and explore the moderating effect of social support on depressive feelings in individuals with early rheumatoid arthritis (RA) prospectively over 4 years. Method: Data were collected annually over 4 years. The sample consisted of 124 individuals with diagnosed RA (85.5% women; mean age 47.9 years; mean disease duration 22.2 months). The strength of cross-sectional and prospective associations of sociodemographic, disease-related variables and the direct and moderating effects of social support on depression were tested using correlations, multilevel models, and hierarchical linear regressions. Results: The study showed that emotional support moderated the influence of functional disability on depressive feelings in individuals with RA. This was not detected for instrumental support. Further prospective associations between functional status, marital status, and depressive feelings were also found. Overall, the strongest association was found between initial depressive feelings and depressive feelings over time. Conclusions: Initial depression seemed to be a risk factor in explaining later depressive feelings, but emotional support might be prospectively beneficial, especially for individuals with higher levels of disability. Early detection of individuals at risk for depression and providing interventions aimed at the specific functions of social support might help to decrease mental health problems.