This work takes as reference the Demand-Control-Support model and analyzes the relation of job control and social support and some job demands and physical well-being in a sample of 285 construction workers. In general, job demands, exposure to harmful conditions, social support, and job control were found to be related to physical well-being. The modulator effects of job control and social support were verified. Job control modulates the negative effects of stress, mainly in situations of high demand. Moreover, social support modulates the negative effects of stress in situations of high exposure to harmful conditions. A three-way interaction effect was found but the increase in explained variance was not significant. Thus, the results do not reveal empirical evidence of the Demand-Control-Support model. The limitations and practical implications of this study are discussed.