In the present study, the interplay between self-construal, social support and psychological adaptation of first generation Indian immigrants residing in Crete (N = 114) was examined. The first aim of the study was to analyze the association of self-construal with anxiety, depression, and self-esteem as indicators of psychological adaptation. It was hypothesized that Indian immigrants would maintain a more interdependent than independent self-construal and that Indians with high interdependent self-construal would receive more social support and have less adaptation problems compared to immigrants’ with a more independent self-construal. Furthermore, the second aim was to examine the relation of social support to self-construal, and psychological adaptation. It was hypothesized that interdependent self-construal would have positive effects on psychological adaptation through social support (mediation). A moderation effect was also hypothesized, in that social support was expected to act protectively for Indians with high interdependence, regarding psychological adaptation. The results verified some of the hypotheses but there were unexpected findings as well. Interdependence was not related to any indices of psychological adaptation, while a negative relationship was found between independent self-construal and self-esteem. Although, social support was not related either to self-construal or to adaptation, it acted as mediator in the relationship between interdependent self-construal and depression. Furthermore, a moderation effect was found on the relationship between independent self-construal and self-esteem. There are certain implications of these findings, regarding the impact of cultural values in counseling and the role of social support in immigrants’ psychological adaptation.