Depressive symptom disparity between urban and rural older adults is an important public health issue in China. Social support is considered as an effective way to alleviate depression of older adults. This study aimed to investigate the extent to which social support could explain the depressive symptom disparity between urban and rural older adults in China. This study used data drawn from the 2011 China Health and Retirement Longitudinal Study with 6,772 observations. Multiple data analysis strategies were adopted, including descriptive analyses, bivariate analyses, regression analyses and decomposition analyses. There were significant depressive symptom disparities between urban and rural older adults in China. Social support had significant association with depressive symptom of older adults while adjusting for covariates. About 25%–28% of the depressive symptom disparities could be attributed to urban–rural gaps in social support, in which community support contributed 21%–25%. Educational level and physical health status also contributed to the disparities.