In order to reduce the high infection rate of COVID‐19, individuals began to engage in self‐isolation amid a time of uncertainty and worry. Given that social support can be protective against the negative effects of distress on mental and physical health, the lack of support may negatively impact individuals during their self‐isolation. Thus, the current study examined the role of self‐isolation on feelings of stress, the perception and reception of social support, and mental health problems during the COVID‐19 pandemic. A sample of 405 college students were asked to report on the amount of self‐isolation in which they were engaging, worry about COVID‐19, psychological health, and received and perceived social support. Results indicated that when the length of time in self‐isolation was taken into account, perceived social support buffered the connection between worry about COVID‐19 and psychological health. These results indicate that social support, worry about COVID‐19, and self‐isolation may influence individuals’ psychological health during times of stress.