Across cultures, experiencing traumatic life events, particularly violence, is a salient predictor of depression. Some previous findings have shown that social support can serve as a buffer in the association between traumatic life events and depression (i.e., the buffering hypothesis) in that individuals with a high level of social support have a decreased or nonexistent association between traumatic life events and depression. The purpose of this study was to test the buffering hypothesis among a sample of 1,342 male migrant and nonmigrant market vendors in Almaty, Kazakhstan. Using multiple‐group structural equation modeling (SEM), we identified the following results: (a) higher levels of traumatic life events were associated with higher depression scores, (b) higher social support scores were associated with decreased depression scores, and (c) social support buffered the association between traumatic life events and depression among migrants and nonmigrants. The final model accounted for 45.0% and 38.4% of the variance in depression for migrants and nonmigrants, respectively. Findings suggest that social support may be an important protective factor for men in Kazakhstan who have experienced trauma and call for an incorporation of social support interventions for migrant and nonmigrant men experiencing depression.