This study explored the moderating role of social support between learning self-efficacy and learned helplessness in higher vocational students in Henan Province, People's Republic of China. The Learning Self-Efficacy Scale, Social Support Scale, and Learned Helplessness Scale were adopted to conduct questionnaire surveys, which involved 1,067 students in five Chinese higher vocational colleges. A hierarchical regression model was used to analyze the role of social support in moderating the relationship between learning self-efficacy and learned helplessness. This study observed that learning self-efficacy had a negative effect on learned helplessness and that social support played a moderating role between learning self-efficacy and learned helplessness in the students.