Farmers experience a high risk of stress, depression, and suicide. Risk factors are well documented but protective factors are seldom examined. Social support has been reported to reduce psychological distress among the general population but its effect on farmers is inconclusive. Agricultural cooperatives are typically created and owned by farmers to secure markets, access supplies and services, and participate in decision-making. It is unknown whether having cooperative resources impacts symptoms of depression. A survey was used to examine whether having access to cooperative programs and social support impacted symptoms of depression among dairy farmers. Farm bankruptcies, stress, depression, and suicide were identified as ongoing concerns. Having social support and cooperative educational opportunities and mentorship programs were associated with decreased symptoms of depression. Conversely, having cooperative policy discussions was associated with increased symptoms of depression. Results suggest that social support can potentially reduce symptoms of depression among farmers and having access to cooperative resources can reduce or increase it, depending on the type of program. Our findings identified an opportunity to further examine how programs provided by farmer-led organizations such as cooperatives can impact stress, depression, and suicide among farmers.