This study was conducted to examine under what situation (i.e., when individuals used more or less family support) and for whom (i.e., those with high or low self-esteem) perceived racial discrimination would or would not have a significant positive association with psychological distress. A total of 95 Asian American male college students completed an online survey. A hierarchical regression analysis indicated a significant 3-way interaction of family support, self-esteem, and perceived racial discrimination in predicting psychological distress after controlling for perceived general stress. A simple effect analysis was used to explore the nature of the interaction. When Asian American male college students used more family support to cope with racial discrimination, the association between perceived racial discrimination and psychological distress was not significant for those with high or low self-esteem. The result from the simple interaction indicated that, when more family support was used, the 2 slopes for high and low self-esteem were not significantly different from each other. Conversely, when they used less family support, the association between perceived racial discrimination and psychological distress was not significant for those with high self-esteem, but was significantly positive for those with low self-esteem. The result from the simple interaction indicated that, when less family support was used, the slopes for high and low self-esteem were significantly different. The result suggested that low use of family support may put these male students with low self-esteem at risk for psychological distress. Limitations, future research directions, and clinical implications were discussed.