Objectives: Days off, on call, night duty, working hours and job stress can affect physicians’ mental health, and support from supervisors and co-workers may have a buffering effect. This study elucidates whether job strain and job factors affect physicians’ mental health, and whether support from supervisors and co-workers has a protective effect on their mental health. Material and Methods: The subjects included 494 physicians. The Brief Job Stress Questionnaire (BJSQ) was used to evaluate job demand, job control and support. High job strain was defined as a combination of high job demand and low job control. Depressive symptoms were assessed using the Patient Health Questionnaire-9. The Maslach Burnout Inventory- General Survey was used to evaluate burnout. Possible confounder adjusted logistic regression analyses were performed to obtain odds ratios for depressive symptoms and burnout. Results: As per the analysis, high job strain had significantly higher odds ratios, and support from co-workers had significant protective odds ratios for depressive symptoms. High job strain and having only 2–4 days off per month (compared to > 8 days off per month) had significantly higher odds ratios, and support from co-workers had significant protective odds ratios for burnout. Conclusions: High job strain was related to depressive symptoms and burnout, and support from co-workers had a buffering effect on depressive symptoms and burnout. An inadequate number of days off was related to burnout. Assessment of job strain may be a good tool to measure physicians’ mental health, and a sufficient number of days off may be needed to prevent burnout.